Package: smqf 1.1-3
smqf: Statistical Methods for Quantitative Finance
Provides data and functions used in the book "Statistical Methods for Quantitative Finance" by David Ardia (2026).
Authors:
smqf_1.1-3.tar.gz
smqf_1.1-3.zip(r-4.7-any)smqf_1.1-3.zip(r-4.6-any)smqf_1.1-3.zip(r-4.5-any)
smqf_1.1-3.tgz(r-4.6-any)smqf_1.1-3.tgz(r-4.5-any)
smqf_1.1-3.tar.gz(r-4.7-any)smqf_1.1-3.tar.gz(r-4.6-any)
smqf_1.1-3.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION |NEWS
card.svg |card.png
smqf/json (API)
| # Install 'smqf' in R: |
| install.packages('smqf', repos = c('https://ardiad.r-universe.dev', 'https://cloud.r-project.org')) |
Bug tracker:https://github.com/ardiad/smqf-package/issues
Datasets:
- CAC - CAC 40 Index
- DAX - DAX Index
- DJ - Dow Jones Industrial Average Index
- DJ_const - Dow Jones Industrial Average Constituents
- EURSTOXX - Euro Stoxx 50 Index
- EURSTX_const - Euro Stoxx 50 Constituents
- FamaFrench - Fama–French Factors
- Fred - FRED-MD Macro Factors and Dow Jones Returns
- FTSE - FTSE 100 Index
- FTSE_const - FTSE 100 Constituents
- FungHsieh - Fung–Hsieh Factors
- GOLD - Gold Price
- GoyalWelch - Goyal–Welch Predictive Variables
- HSI - Hang Seng Index
- NIKKEI - NIKKEI 225 Index
- SMI - Swiss Market Index
- SP500 - S&P 500 Index
- SP500_const - S&P 500 Constituents
- TermStructure - Daily Term Structure
- VIX - CBOE Volatility Index VIX
Last updated from:7c0e472d00. Checks:9 OK. Indexed: yes.
| Target | Result | Time | Files | Syslog |
|---|---|---|---|---|
| linux-devel-x86_64 | OK | 138 | ||
| source / vignettes | OK | 200 | ||
| linux-release-x86_64 | OK | 139 | ||
| macos-release-arm64 | OK | 121 | ||
| macos-oldrel-arm64 | OK | 133 | ||
| windows-devel | OK | 106 | ||
| windows-release | OK | 125 | ||
| windows-oldrel | OK | 93 | ||
| wasm-release | OK | 111 |
Exports:f_clayton_copula_2d_pdff_display_copulaf_efficient_frontierf_gumbel_copula_2d_cdff_gumbel_copula_2d_pdff_normal_copula_pdff_portfolio_momentsf_ptf_max_Uf_student_copula_pdff_tail_dependence
