{ "_id": "6a1ed5e7b401979e7340e7ff", "Package": "smqf", "Title": "Statistical Methods for Quantitative Finance", "Version": "1.1-3", "Authors@R": "c(\nperson(\"David\", \"Ardia\", role = c(\"aut\", \"cre\"),\nemail = \"david.ardia.ch@gmail.com\",\ncomment = c(ORCID = \"0000-0003-2823-782X\")),\nperson(\"Marius\", \"Hofert\", role = c(\"ctb\", \"cph\"),\ncomment = \"Original author of qrmdata, from which 15 market datasets were ported under GPL-2 | GPL-3\"),\nperson(\"Kurt\", \"Hornik\", role = c(\"ctb\", \"cph\"),\ncomment = \"Original author of qrmdata, from which 15 market datasets were ported under GPL-2 | GPL-3\"),\nperson(\"Alexander J.\",\"McNeil\", role = c(\"ctb\", \"cph\"),\ncomment = \"Original author of qrmdata, from which 15 market datasets were ported under GPL-2 | GPL-3\"))", "Description": "Provides data and functions used in the book \"Statistical\nMethods for Quantitative Finance\" by David Ardia (2026).", "License": "GPL-3", "LazyData": "true", "LazyDataCompression": "xz", "Encoding": "UTF-8", "URL": "https://github.com/ArdiaD/smqf-package", "BugReports": "https://github.com/ArdiaD/smqf-package/issues", "Config/testthat/edition": "3", "Config/roxygen2/version": "8.0.0", "Config/pak/sysreqs": "cmake", "Repository": "https://ardiad.r-universe.dev", "Date/Publication": "2026-05-29 22:22:12 UTC", "RemoteUrl": "https://github.com/ardiad/smqf-package", "RemoteRef": "HEAD", "RemoteSha": "3631a2b19c29c4e6975ccd839485c17e10814693", "NeedsCompilation": "no", "Packaged": { "Date": "2026-06-02 13:05:51 UTC", "User": "root" }, "Author": "David Ardia [aut, cre] (ORCID: ),\nMarius Hofert [ctb, cph] (Original author of qrmdata, from which 15\nmarket datasets were ported under GPL-2 | GPL-3),\nKurt Hornik [ctb, cph] (Original author of qrmdata, from which 15\nmarket datasets were ported under GPL-2 | GPL-3),\nAlexander J. McNeil [ctb, cph] (Original author of qrmdata, from which\n15 market datasets were ported under GPL-2 | GPL-3)", "Maintainer": "David Ardia ", "MD5sum": "d0c77c7825c161903aed6aab47bfd114", "_user": "ardiad", "_type": "src", "_file": "smqf_1.1-3.tar.gz", "_fileid": "46f0aecb327d355482e4c44c7a9081c2da620801e0b27e94e60ec3b24f69515b", "_filesize": 4529703, "_sha256": "46f0aecb327d355482e4c44c7a9081c2da620801e0b27e94e60ec3b24f69515b", "_created": "2026-06-02T13:05:51.000Z", "_published": "2026-06-02T13:08:55.781Z", "_distro": "noble", "_jobs": [ { "job": 79077742087, "time": 134, "config": "linux-devel-x86_64", "r": "4.7.0", "check": "OK", "artifact": "7358546371" }, { "job": 79077742264, "time": 129, "config": "linux-release-x86_64", "r": "4.6.0", "check": "OK", "artifact": "7358545199" }, { "job": 79077742109, "time": 76, "config": "macos-oldrel-arm64", "r": "4.5.3", "check": "OK", "artifact": "7358524476" }, { "job": 79077742150, "time": 94, "config": "macos-release-arm64", "r": "4.6.0", "check": "OK", "artifact": "7358531672" }, { "job": 79077061321, "time": 207, "config": "source", "r": "4.6.0", "check": "OK", "artifact": "7358492485" }, { "job": 79077742076, "time": 127, "config": "wasm-release", "r": "4.6.0", "check": "OK", "artifact": "7358544188" }, { "job": 79077742166, "time": 110, "config": "windows-devel", "r": "4.7.0", "check": "OK", "artifact": "7358545876" }, { "job": 79077742223, "time": 116, "config": "windows-oldrel", "r": "4.5.3", "check": "OK", "artifact": "7358540784" }, { "job": 79077742366, "time": 88, "config": "windows-release", "r": "4.6.0", "check": "OK", "artifact": "7358529109" } ], "_buildurl": "https://github.com/r-universe/ardiad/actions/runs/26821471350", "_status": "success", "_host": "GitHub-Actions", "_upstream": "https://github.com/ardiad/smqf-package", "_commit": { "id": "3631a2b19c29c4e6975ccd839485c17e10814693", "author": "David Ardia ", "committer": "David Ardia ", "message": "Add missing \"by\" in package-level book reference\n\nR/smqf-package.R: '... book \"Statistical Methods for Quantitative\nFinance\" by Ardia (2026).' (was missing \"by\"); man/smqf.Rd regenerated\nvia roxygen.\n\nCo-Authored-By: Claude Opus 4.7 (1M context) \n", "time": 1780093332 }, "_maintainer": { "name": "David Ardia", "email": "david.ardia.ch@gmail.com", "login": "ardiad", "orcid": "0000-0003-2823-782X", "description": "Professor in Quantitative Finance", "uuid": 11246455 }, "_registered": true, "_dependencies": [ { "package": "R", "version": ">= 4.1.0", "role": "Depends" }, { "package": "xts", "role": "Depends" }, { "package": "graphics", "role": "Imports" }, { "package": "stats", "role": "Imports" }, { "package": "nloptr", "role": "Imports" }, { "package": "pracma", "role": "Imports" }, { "package": "zoo", "role": "Suggests" }, { "package": "testthat", "version": ">= 3.0.0", "role": "Suggests" }, { "package": "PerformanceAnalytics", "role": "Suggests" }, { "package": "glmnet", "role": "Suggests" } ], "_owner": "ardiad", "_selfowned": true, "_usedby": 0, "_updates": [ { "week": "2025-42", "n": 6 }, { "week": "2026-19", "n": 6 }, { "week": "2026-20", "n": 2 }, { "week": "2026-22", "n": 13 } ], "_tags": [], "_stars": 0, "_contributors": [ { "user": "ardiad", "count": 27, "uuid": 11246455 } ], "_userbio": { "uuid": 11246455, "type": "user", "name": "David Ardia", "description": "Professor in Quantitative Finance" }, "_downloads": { "count": 0, "source": "https://cranlogs.r-pkg.org/downloads/total/last-month/smqf" }, "_devurl": "https://github.com/ardiad/smqf-package", "_rbuild": "4.6.0", "_assets": [ "extra/citation.cff", "extra/citation.html", "extra/citation.json", "extra/citation.txt", "extra/contents.json", "extra/NEWS.html", "extra/NEWS.txt", "extra/readme.html", "extra/readme.md", "extra/smqf.html", "manual.pdf" ], "_homeurl": "https://github.com/ardiad/smqf-package", "_realowner": "ardiad", "_cranurl": true, "_releases": [ { "version": "1.1-1", "date": "2026-06-01" } ], "_exports": [ "f_clayton_copula_2d_pdf", "f_display_copula", "f_efficient_frontier", "f_gumbel_copula_2d_cdf", "f_gumbel_copula_2d_pdf", "f_normal_copula_pdf", "f_portfolio_moments", "f_ptf_max_U", "f_student_copula_pdf", "f_tail_dependence" ], "_datasets": [ { "name": "CAC", "title": "CAC 40 Index (Daily, xts)", "object": "CAC", "class": [ "xts", "zoo" ], "fields": [ "^FCHI" ], "rows": 6549, "table": true, "tojson": false }, { "name": "DAX", "title": "DAX Index (Daily, xts)", "object": "DAX", "class": [ "xts", "zoo" ], "fields": [ "^GDAXI" ], "rows": 6355, "table": true, "tojson": false }, { "name": "DJ", "title": "Dow Jones Industrial Average Index (Daily, xts)", "object": "DJ", "class": [ "xts", "zoo" ], "fields": [ "^DJI" ], "rows": 7797, "table": true, "tojson": false }, { "name": "DJ_const", "title": "Dow Jones Industrial Average Constituents (Daily, xts)", "object": "DJ_const", "class": [ "xts", "zoo" ], "fields": [ "AAPL", "AXP", "BA", "CAT", "CSCO", "CVX", "DD", "DIS", "GE", "GS", "HD", "IBM", "INTC", "JNJ", "JPM", "KO", "MCD", "MMM", "MRK", "MSFT", "NKE", "PFE", "PG", "TRV", "UNH", "UTX", "V", "VZ", "WMT", "XOM" ], "rows": 13595, "table": true, "tojson": false }, { "name": "EURSTOXX", "title": "Euro Stoxx 50 Index (Daily, xts)", "object": "EURSTOXX", "class": [ "xts", "zoo" ], "fields": [ "^STOXX50E" ], "rows": 7445, "table": true, "tojson": false }, { "name": "EURSTX_const", "title": "Euro Stoxx 50 Constituents (Daily, xts)", "object": "EURSTX_const", "class": [ "xts", "zoo" ], "fields": [ "ABI.BR", "AI.PA", "AIR.PA", "ALV.DE", "ASML.AS", "BAS.DE", "BAYN.DE", "BBVA.MC", "BMW.DE", "BN.PA", "BNP.PA", "CA.PA", "CS.PA", "DAI.DE", "DBK.DE", "DG.PA", "DPW.DE", "DTE.DE", "EI.PA", "ENEL.MI", "ENGI.PA", "ENI.MI", "EOAN.DE", "FP.PA", "FRE.DE", "G.MI", "GLE.PA", "IBE.MC", "INGA.AS", "ISP.MI", "ITX.MC", "MC.PA", "MUV2.DE", "NOKIA.HE", "OR.PA", "ORA.PA", "PHIA.AS", "SAF.PA", "SAN.MC", "SAN.PA", "SAP.DE", "SGO.PA", "SIE.DE", "SU.PA", "TEF.MC", "UCG.MI", "UL.PA", "UNA.AS", "VIV.PA", "VOW3.DE" ], "rows": 4174, "table": true, "tojson": false }, { "name": "FamaFrench", "title": "Fama–French Factors (Weekly, xts)", "object": "FamaFrench", "class": [ "xts", "zoo" ], "fields": [ "mkt_rf", "smb", "hml", "rf" ], "rows": 4834, "table": true, "tojson": false }, { "name": "Fred", "title": "FRED-MD Macro Factors and Dow Jones Returns (Monthly, 2015–2019)", "object": "Fred", "class": [ "xts", "zoo" ], "fields": [ "RPI", "W875RX1", "DPCERA3M086SBEA", "CMRMTSPLx", "RETAILx", "INDPRO", "IPFPNSS", "IPFINAL", "IPCONGD", "IPDCONGD", "IPNCONGD", "IPBUSEQ", "IPMAT", "IPDMAT", "IPNMAT", "IPMANSICS", "IPB51222S", "IPFUELS", "CUMFNS", "HWI", "HWIURATIO", "CLF16OV", "CE16OV", "UNRATE", "UEMPMEAN", "UEMPLT5", "UEMP5TO14", "UEMP15OV", "UEMP15T26", "UEMP27OV", "CLAIMSx", "PAYEMS", "USGOOD", "CES1021000001", "USCONS", "MANEMP", "DMANEMP", "NDMANEMP", "SRVPRD", "USTPU", "USWTRADE", "USTRADE", "USFIRE", "USGOVT", "CES0600000007", "AWOTMAN", "AWHMAN", "HOUST", "HOUSTNE", "HOUSTMW", "HOUSTS", "HOUSTW", "PERMIT", "PERMITNE", "PERMITMW", "PERMITS", "PERMITW", "ACOGNO", "AMDMNOx", "ANDENOx", "AMDMUOx", "BUSINVx", "ISRATIOx", "M1SL", "M2SL", "M2REAL", "BOGMBASE", "TOTRESNS", "NONBORRES", "BUSLOANS", "REALLN", "NONREVSL", "CONSPI", "S.P.500", "S.P..indust", "S.P.div.yield", "S.P.PE.ratio", "FEDFUNDS", "CP3Mx", "TB3MS", "TB6MS", "GS1", "GS5", "GS10", "AAA", "BAA", "COMPAPFFx", "TB3SMFFM", "TB6SMFFM", "T1YFFM", "T5YFFM", "T10YFFM", "AAAFFM", "BAAFFM", "TWEXAFEGSMTHx", "EXSZUSx", "EXJPUSx", "EXUSUKx", "EXCAUSx", "WPSFD49207", "WPSFD49502", "WPSID61", "WPSID62", "OILPRICEx", "PPICMM", "CPIAUCSL", "CPIAPPSL", "CPITRNSL", "CPIMEDSL", "CUSR0000SAC", "CUSR0000SAD", "CUSR0000SAS", "CPIULFSL", "CUSR0000SA0L2", "CUSR0000SA0L5", "PCEPI", "DDURRG3M086SBEA", "DNDGRG3M086SBEA", "DSERRG3M086SBEA", "CES0600000008", "CES2000000008", "CES3000000008", "UMCSENTx", "MZMSL", "DTCOLNVHFNM", "DTCTHFNM", "INVEST", "VXOCLSx", "DJI.Adjusted" ], "rows": 60, "table": true, "tojson": false }, { "name": "FTSE", "title": "FTSE 100 Index (Daily, xts)", "object": "FTSE", "class": [ "xts", "zoo" ], "fields": [ "^FTSE" ], "rows": 8333, "table": true, "tojson": false }, { "name": "FTSE_const", "title": "FTSE 100 Constituents (Daily, xts)", "object": "FTSE_const", "class": [ "xts", "zoo" ], "fields": [ "AAL.L", "ABF.L", "ADM.L", "ADN.L", "AHT.L", "ANTO.L", "ARM.L", "AV.L", "AZN.L", "BA.L", "BAB.L", "BARC.L", "BATS.L", "BDEV.L", "BG.L", "BKG.L", "BLND.L", "BLT.L", "BNZL.L", "BP.L", "BRBY.L", "BT.A.L", "CCL.L", "CNA.L", "CPG.L", "CPI.L", "CRH.L", "DC.L", "DGE.L", "DLG.L", "EXPN.L", "EZJ.L", "FRES.L", "GFS.L", "GKN.L", "GLEN.L", "GSK.L", "HIK.L", "HL.L", "HMSO.L", "HSBA.L", "IAG.L", "IHG.L", "III.L", "IMT.L", "INTU.L", "ISAT.L", "ITRK.L", "ITV.L", "JMAT.L", "KGF.L", "LAND.L", "LGEN.L", "LLOY.L", "LSE.L", "MGGT.L", "MKS.L", "MNDI.L", "MRW.L", "NG.L", "NXT.L", "OML.L", "PRU.L", "PSON.L", "RB.L", "RBS.L", "RDSA.L", "RDSB.L", "REL.L", "RIO.L", "RMG.L", "RR.L", "RRS.L", "RSA.L", "SAB.L", "SBRY.L", "SDR.L", "SGE.L", "SHP.L", "SKY.L", "SL.L", "SMIN.L", "SN.L", "SPD.L", "SSE.L", "STAN.L", "STJ.L", "SVT.L", "TPK.L", "TSCO.L", "TUI.L", "TW.L", "ULVR.L", "UU.L", "VOD.L", "WOS.L", "WPP.L", "WTB.L" ], "rows": 7198, "table": true, "tojson": false }, { "name": "FungHsieh", "title": "Fung–Hsieh Factors (Monthly, xts)", "object": "FungHsieh", "class": [ "xts", "zoo" ], "fields": [ "EMKT", "RF", "SS", "CST10Y", "BAA", "PTFSBD", "PTFSCOM", "PTFSFX" ], "rows": 276, "table": true, "tojson": false }, { "name": "GOLD", "title": "Gold Price (Daily, xts)", "object": "GOLD", "class": [ "xts", "zoo" ], "fields": [ "GOLD" ], "rows": 9691, "table": true, "tojson": false }, { "name": "GoyalWelch", "title": "Goyal–Welch Predictive Variables (Monthly, U.S.)", "object": "GoyalWelch", "class": [ "xts", "zoo" ], "fields": [ "Index", "D12", "E12", "b/m", "tbl", "AAA", "BAA", "lty", "ntis", "Rfree", "infl", "ltr", "corpr", "svar", "csp" ], "rows": 469, "table": true, "tojson": false }, { "name": "HSI", "title": "Hang Seng Index (Daily, xts)", "object": "HSI", "class": [ "xts", "zoo" ], "fields": [ "^HSI" ], "rows": 7214, "table": true, "tojson": false }, { "name": "NIKKEI", "title": "NIKKEI 225 Index (Daily, xts)", "object": "NIKKEI", "class": [ "xts", "zoo" ], "fields": [ "^N225" ], "rows": 7880, "table": true, "tojson": false }, { "name": "SMI", "title": "Swiss Market Index (Daily, xts)", "object": "SMI", "class": [ "xts", "zoo" ], "fields": [ "^SSMI" ], "rows": 6350, "table": true, "tojson": false }, { "name": "SP500", "title": "S&P 500 Index (Daily, xts)", "object": "SP500", "class": [ "xts", "zoo" ], "fields": [ "^GSPC" ], "rows": 16607, "table": true, "tojson": false }, { "name": "SP500_const", "title": "S&P 500 Constituents (Weekly, xts)", "object": "SP500_const", "class": [ "xts", "zoo" ], "fields": [ "MMM", "ABT", "ABBV", "ACN", "ACE", "ATVI", "ADBE", "ADT", "AAP", "AES", "AET", "AFL", "AMG", "A", "GAS", "APD", "ARG", "AKAM", "AA", "AGN", "ALXN", "ALLE", "ADS", "ALL", "GOOGL", "GOOG", "ALTR", "MO", "AMZN", "AEE", "AAL", "AEP", "AXP", "AIG", "AMT", "AMP", "ABC", "AME", "AMGN", "APH", "APC", "ADI", "AON", "APA", "AIV", "AAPL", "AMAT", "ADM", "AIZ", "T", "ADSK", "ADP", "AN", "AZO", "AVGO", "AVB", "AVY", "BHI", "BLL", "BAC", "BK", "BCR", "BXLT", "BAX", "BBT", "BDX", "BBBY", "BRK.B", "BBY", "BIIB", "BLK", "HRB", "BA", "BWA", "BXP", "BSX", "BMY", "BRCM", "BF.B", "CHRW", "CA", "CVC", "COG", "CAM", "CPB", "COF", "CAH", "HSIC", "KMX", "CCL", "CAT", "CBG", "CBS", "CELG", "CNP", "CTL", "CERN", "CF", "SCHW", "CHK", "CVX", "CMG", "CB", "CI", "XEC", "CINF", "CTAS", "CSCO", "C", "CTXS", "CLX", "CME", "CMS", "COH", "KO", "CCE", "CTSH", "CL", "CPGX", "CMCSA", "CMCSK", "CMA", "CAG", "COP", "CNX", "ED", "STZ", "GLW", "COST", "CCI", "CSRA", "CSX", "CMI", "CVS", "DHI", "DHR", "DRI", "DVA", "DE", "DLPH", "DAL", "XRAY", "DVN", "DO", "DFS", "DISCA", "DISCK", "DG", "DLTR", "D", "DOV", "DOW", "DPS", "DTE", "DD", "DUK", "DNB", "ETFC", "EMN", "ETN", "EBAY", "ECL", "EIX", "EW", "EA", "EMC", "EMR", "ENDP", "ESV", "ETR", "EOG", "EQT", "EFX", "EQIX", "EQR", "ESS", "EL", "ES", "EXC", "EXPE", "EXPD", "ESRX", "XOM", "FFIV", "FB", "FAST", "FDX", "FIS", "FITB", "FSLR", "FE", "FISV", "FLIR", "FLS", "FLR", "FMC", "FTI", "F", "FOSL", "BEN", "FCX", "FTR", "GME", "GPS", "GRMN", "GD", "GE", "GGP", "GIS", "GM", "GPC", "GILD", "GS", "GT", "GWW", "HAL", "HBI", "HOG", "HAR", "HRS", "HIG", "HAS", "HCA", "HCP", "HP", "HES", "HPE", "HD", "HON", "HRL", "HST", "HPQ", "HUM", "HBAN", "ITW", "ILMN", "IR", "INTC", "ICE", "IBM", "IP", "IPG", "IFF", "INTU", "ISRG", "IVZ", "IRM", "JEC", "JBHT", "JNJ", "JCI", "JPM", "JNPR", "KSU", "K", "KEY", "GMCR", "KMB", "KIM", "KMI", "KLAC", "KSS", "KHC", "KR", "LB", "LLL", "LH", "LRCX", "LM", "LEG", "LEN", "LVLT", "LUK", "LLY", "LNC", "LLTC", "LMT", "L", "LOW", "LYB", "MTB", "MAC", "M", "MNK", "MRO", "MPC", "MAR", "MMC", "MLM", "MAS", "MA", "MAT", "MKC", "MCD", "MHFI", "MCK", "MJN", "WRK", "MDT", "MRK", "MET", "KORS", "MCHP", "MU", "MSFT", "MHK", "TAP", "MDLZ", "MON", "MNST", "MCO", "MS", "MOS", "MSI", "MUR", "MYL", "NDAQ", "NOV", "NAVI", "NTAP", "NFLX", "NWL", "NFX", "NEM", "NWSA", "NWS", "NEE", "NLSN", "NKE", "NI", "NBL", "JWN", "NSC", "NTRS", "NOC", "NRG", "NUE", "NVDA", "ORLY", "OXY", "OMC", "OKE", "ORCL", "OI", "PCAR", "PH", "PDCO", "PAYX", "PYPL", "PNR", "PBCT", "POM", "PEP", "PKI", "PRGO", "PFE", "PCG", "PM", "PSX", "PNW", "PXD", "PBI", "PCL", "PNC", "RL", "PPG", "PPL", "PX", "PCP", "PCLN", "PFG", "PG", "PGR", "PLD", "PRU", "PEG", "PSA", "PHM", "PVH", "QRVO", "PWR", "QCOM", "DGX", "RRC", "RTN", "O", "RHT", "REGN", "RF", "RSG", "RAI", "RHI", "ROK", "COL", "ROP", "ROST", "RCL", "R", "CRM", "SNDK", "SCG", "SLB", "SNI", "STX", "SEE", "SRE", "SHW", "SIG", "SPG", "SWKS", "SLG", "SJM", "SNA", "SO", "LUV", "SWN", "SE", "STJ", "SWK", "SPLS", "SBUX", "HOT", "STT", "SRCL", "SYK", "STI", "SYMC", "SYF", "SYY", "TROW", "TGT", "TEL", "TE", "TGNA", "THC", "TDC", "TSO", "TXN", "TXT", "HSY", "TRV", "TMO", "TIF", "TWX", "TWC", "TJX", "TMK", "TSS", "TSCO", "RIG", "TRIP", "FOXA", "FOX", "TSN", "TYC", "USB", "UA", "UNP", "UAL", "UNH", "UPS", "URI", "UTX", "UHS", "UNM", "URBN", "VFC", "VLO", "VAR", "VTR", "VRSN", "VRSK", "VZ", "VRTX", "VIAB", "V", "VNO", "VMC", "WMT", "WBA", "DIS", "WM", "WAT", "ANTM", "WFC", "HCN", "WDC", "WU", "WY", "WHR", "WFM", "WMB", "WEC", "WYN", "WYNN", "XEL", "XRX", "XLNX", "XL", "XYL", "YHOO", "YUM", "ZBH", "ZION", "ZTS" ], "rows": 2818, "table": true, "tojson": false }, { "name": "TermStructure", "title": "Daily Term Structure (1m–30y)", "object": "TermStructure", "class": [ "xts", "zoo" ], "fields": [ "X1mo", "X3mo", "X6mo", "X1yr", "X2yr", "X3yr", "X5yr", "X7yr", "X10yr", "X20yr", "X30yr" ], "rows": 622, "table": true, "tojson": false }, { "name": "VIX", "title": "CBOE Volatility Index VIX (Daily, xts)", "object": "VIX", "class": [ "xts", "zoo" ], "fields": [ "^VIX" ], "rows": 6553, "table": true, "tojson": false } ], "_help": [ { "page": "CAC", "title": "CAC 40 Index (Daily, xts)", "topics": [ "CAC" ] }, { "page": "DAX", "title": "DAX Index (Daily, xts)", "topics": [ "DAX" ] }, { "page": "DJ", "title": "Dow Jones Industrial Average Index (Daily, xts)", "topics": [ "DJ" ] }, { "page": "DJ_const", "title": "Dow Jones Industrial Average Constituents (Daily, xts)", "topics": [ "DJ_const" ] }, { "page": "EURSTOXX", "title": "Euro Stoxx 50 Index (Daily, xts)", "topics": [ "EURSTOXX" ] }, { "page": "EURSTX_const", "title": "Euro Stoxx 50 Constituents (Daily, xts)", "topics": [ "EURSTX_const" ] }, { "page": "f_clayton_copula_2d_pdf", "title": "Clayton Copula PDF (2-Dimensional)", "topics": [ "f_clayton_copula_2d_pdf" ] }, { "page": "f_display_copula", "title": "Display a Bivariate Copula Surface", "topics": [ "f_display_copula" ] }, { "page": "f_efficient_frontier", "title": "Compute a Long-Only Mean–Variance Efficient Frontier", "topics": [ "f_efficient_frontier" ] }, { "page": "f_gumbel_copula_2d_cdf", "title": "Gumbel Copula CDF (2-Dimensional)", "topics": [ "f_gumbel_copula_2d_cdf" ] }, { "page": "f_gumbel_copula_2d_pdf", "title": "Gumbel Copula PDF (2-Dimensional)", "topics": [ "f_gumbel_copula_2d_pdf" ] }, { "page": "f_normal_copula_pdf", "title": "Multivariate Normal Copula PDF", "topics": [ "f_normal_copula_pdf" ] }, { "page": "f_portfolio_moments", "title": "Portfolio Co-Moments (Variance, Co-Skewness, Co-Kurtosis)", "topics": [ "f_portfolio_moments" ] }, { "page": "f_ptf_max_U", "title": "Maximize Truncated MVSK Utility with Box & Budget Constraints", "topics": [ "f_ptf_max_U" ] }, { "page": "f_student_copula_pdf", "title": "Multivariate Student-t Copula PDF", "topics": [ "f_student_copula_pdf" ] }, { "page": "f_tail_dependence", "title": "Empirical Tail Dependence and Exceedance Correlation", "topics": [ "f_tail_dependence" ] }, { "page": "FamaFrench", "title": "Fama–French Factors (Weekly, xts)", "topics": [ "FamaFrench" ] }, { "page": "Fred", "title": "FRED-MD Macro Factors and Dow Jones Returns (Monthly, 2015–2019)", "topics": [ "Fred" ] }, { "page": "FTSE", "title": "FTSE 100 Index (Daily, xts)", "topics": [ "FTSE" ] }, { "page": "FTSE_const", "title": "FTSE 100 Constituents (Daily, xts)", "topics": [ "FTSE_const" ] }, { "page": "FungHsieh", "title": "Fung–Hsieh Factors (Monthly, xts)", "topics": [ "FungHsieh" ] }, { "page": "GOLD", "title": "Gold Price (Daily, xts)", "topics": [ "GOLD" ] }, { "page": "GoyalWelch", "title": "Goyal–Welch Predictive Variables (Monthly, U.S.)", "topics": [ "GoyalWelch" ] }, { "page": "HSI", "title": "Hang Seng Index (Daily, xts)", "topics": [ "HSI" ] }, { "page": "NIKKEI", "title": "NIKKEI 225 Index (Daily, xts)", "topics": [ "NIKKEI" ] }, { "page": "SMI", "title": "Swiss Market Index (Daily, xts)", "topics": [ "SMI" ] }, { "page": "SP500", "title": "S&P 500 Index (Daily, xts)", "topics": [ "SP500" ] }, { "page": "SP500_const", "title": "S&P 500 Constituents (Weekly, xts)", "topics": [ "SP500_const" ] }, { "page": "TermStructure", "title": "Daily Term Structure (1m–30y)", "topics": [ "TermStructure" ] }, { "page": "VIX", "title": "CBOE Volatility Index VIX (Daily, xts)", "topics": [ "VIX" ] } ], "_readme": "https://github.com/ardiad/smqf-package/raw/HEAD/README.md", "_rundeps": [ "lattice", "nloptr", "pracma", "xts", "zoo" ], "_score": 3.3010299956639813, "_indexed": true, "_nocasepkg": "smqf", "_universes": [ "ardiad" ], "_binaries": [ { "r": "4.7.0", "os": "linux", "version": "1.1-3", "date": "2026-06-02T13:08:11.000Z", "distro": "noble", "commit": "3631a2b19c29c4e6975ccd839485c17e10814693", "fileid": "f521ece4726bc6eeb636389d3fdc714d27fc10a3b94c2d19c4d1ec9b42c4b898", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/ardiad/actions/runs/26821471350" }, { "r": "4.6.0", "os": "linux", "version": "1.1-3", "date": "2026-06-02T13:08:12.000Z", "distro": "noble", "commit": "3631a2b19c29c4e6975ccd839485c17e10814693", "fileid": "0d27ead6c84103a10784bac8f3ad4f803388fb6d3807e82f912117c81124d5f8", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/ardiad/actions/runs/26821471350" }, { "r": "4.5.3", "os": "mac", "version": "1.1-3", "date": "2026-06-02T13:07:22.000Z", "commit": "3631a2b19c29c4e6975ccd839485c17e10814693", "fileid": "373d5e615c935dd29a96f1017ade5935ba84aaa3f2d3b67bf933e05aebd2b89d", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/ardiad/actions/runs/26821471350" }, { "r": "4.6.0", "os": "mac", "version": "1.1-3", "date": "2026-06-02T13:07:38.000Z", "commit": "3631a2b19c29c4e6975ccd839485c17e10814693", "fileid": "4cbe997aac325d9b60e636696f156d8aca56802671d79ebfe43ba73e79a70646", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/ardiad/actions/runs/26821471350" }, { "r": "4.6.0", "os": "wasm", "version": "1.1-3", "date": "2026-06-02T13:08:21.000Z", "commit": "3631a2b19c29c4e6975ccd839485c17e10814693", "fileid": "89df2598476d487d6d6d4dd819c822f87e49b76bb1cf7d4c296eb4bf5f5304e6", "status": "success", "buildurl": "https://github.com/r-universe/ardiad/actions/runs/26821471350" }, { "r": "4.7.0", "os": "win", "version": "1.1-3", "date": "2026-06-02T13:07:53.000Z", "commit": "3631a2b19c29c4e6975ccd839485c17e10814693", "fileid": "d8e7270ced6ea9b03425e4cb57c04abe83dfdb1fac5b5994dac61946b69a144e", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/ardiad/actions/runs/26821471350" }, { "r": "4.5.3", "os": "win", "version": "1.1-3", "date": "2026-06-02T13:07:50.000Z", "commit": "3631a2b19c29c4e6975ccd839485c17e10814693", "fileid": "8b3b529d10e43c98b465b1325589d3c6b26817dd82c35f157adce942ec9bb5e3", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/ardiad/actions/runs/26821471350" }, { "r": "4.6.0", "os": "win", "version": "1.1-3", "date": "2026-06-02T13:07:15.000Z", "commit": "3631a2b19c29c4e6975ccd839485c17e10814693", "fileid": "6c429a2d7cedcb79b3f4b4725776a6be58f83eff694f880663109f09ffee5d1e", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/ardiad/actions/runs/26821471350" } ] }