Package: smqf Title: Statistical Methods for Quantitative Finance Version: 1.1-3 Authors@R: c( person("David", "Ardia", role = c("aut", "cre"), 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")) 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 Config/testthat/edition: 3 Imports: graphics, stats, nloptr, pracma Config/roxygen2/version: 8.0.0 Config/pak/sysreqs: cmake Repository: https://ardiad.r-universe.dev Date/Publication: 2026-06-13 09:13:08 UTC RemoteUrl: https://github.com/ardiad/smqf-package RemoteRef: HEAD RemoteSha: 7c0e472d00a1e206ed173e38034bef3932ab53b4 NeedsCompilation: no Packaged: 2026-06-13 10:10:04 UTC; root Author: David Ardia [aut, cre] (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) Maintainer: David Ardia