Package: smqf Title: Statistical Methods for Quantitative Finance Version: 1.1-8 Authors@R: c( person("David", "Ardia", role = c("aut", "cre", "cph", "fnd"), email = "david.ardia.ch@gmail.com", comment = c(ORCID = "0000-0003-2823-782X")), person("Marius", "Hofert", role = c("ctb", "cph"), comment = "Original author of qrmdata, from which 15 market datasets were ported under GPL-2 | GPL-3"), person("Kurt", "Hornik", role = c("ctb", "cph"), comment = "Original author of qrmdata, from which 15 market datasets were ported under GPL-2 | GPL-3"), person("Alexander J.","McNeil", role = c("ctb", "cph"), comment = "Original author of qrmdata, from which 15 market datasets were ported under GPL-2 | GPL-3"), person("Dries", "Cornilly", role = c("ctb", "cph"), comment = "Original author of mvskPortfolios, from which f_mvsk_portfolio() was ported under GPL-2 | GPL-3"), person("Kris", "Boudt", role = c("ctb", "cph"), comment = "Original author of mvskPortfolios, from which f_mvsk_portfolio() was ported under GPL-2 | GPL-3")) Description: Provides data and functions used in the book "Statistical Methods for Quantitative Finance" by David Ardia (2026). License: GPL-3 LazyData: true LazyDataCompression: xz Encoding: UTF-8 Depends: R (>= 4.1.0), xts URL: https://github.com/ArdiaD/smqf-package BugReports: https://github.com/ArdiaD/smqf-package/issues Suggests: zoo, testthat (>= 3.0.0), PerformanceAnalytics, glmnet, quadprog, copula, Matrix, readxl, MASS, mvtnorm Config/testthat/edition: 3 Imports: graphics, stats, nloptr, pracma Config/roxygen2/version: 8.1.0 Config/pak/sysreqs: cmake Repository: https://ardiad.r-universe.dev Date/Publication: 2026-08-30 00:48:22 UTC RemoteUrl: https://github.com/ardiad/smqf-package RemoteRef: HEAD RemoteSha: 2b7e072275f15497e9423eb25ce8aea08c2f7711 NeedsCompilation: no Packaged: 2026-09-29 07:16:46 UTC; root Author: David Ardia [aut, cre, cph, fnd] (ORCID: ), Marius Hofert [ctb, cph] (Original author of qrmdata, from which 15 market datasets were ported under GPL-2 | GPL-3), Kurt Hornik [ctb, cph] (Original author of qrmdata, from which 15 market datasets were ported under GPL-2 | GPL-3), Alexander J. McNeil [ctb, cph] (Original author of qrmdata, from which 15 market datasets were ported under GPL-2 | GPL-3), Dries Cornilly [ctb, cph] (Original author of mvskPortfolios, from which f_mvsk_portfolio() was ported under GPL-2 | GPL-3), Kris Boudt [ctb, cph] (Original author of mvskPortfolios, from which f_mvsk_portfolio() was ported under GPL-2 | GPL-3) Maintainer: David Ardia