QRM

Package: QRM
Version: 0.4-13
Date: 2016-03-17
Title: Provides R-Language Code to Examine Quantitative Risk Management
Concepts
Authors@R: c(person("Bernhard", "Pfaff", email = "bernhard@pfaffikus.de", role = c("aut", "cre")), person("Marius", "Hofert", email = "marius.hofert@math.ethz.ch", role = "ctb"), person("Alexander", "McNeil", email = "mcneil@math.ethz.ch", role = "aut", comment = "S-Plus original (QRMlib)"), person("Scott", "Ulmann", role = "trl", comment = "First R port as package QRMlib"))
Author: Bernhard Pfaff [aut, cre],
Marius Hofert [ctb],
Alexander McNeil [aut] (S-Plus original (QRMlib)),
Scott Ulmann [trl] (First R port as package QRMlib)
Maintainer: Bernhard Pfaff <bernhard@pfaffikus.de>
Description: Accompanying package to the book
Quantitative Risk Management: Concepts, Techniques and Tools by
Alexander J. McNeil, Rüdiger Frey, and Paul Embrechts.
Depends: R (>= 3.0.1), gsl, Matrix, mvtnorm, numDeriv, timeSeries
Imports: Rcpp (>= 0.11.1), mgcv, methods, timeDate
LinkingTo: Rcpp
LazyData: Yes
License: GPL (>= 2)
Encoding: UTF-8
Repository: CRAN
Repository/R-Forge/Project: qrm
Repository/R-Forge/Revision: 96
Repository/R-Forge/DateTimeStamp: 2016-03-17 21:50:26
Date/Publication: 2016-03-18 15:35:55
NeedsCompilation: yes
Packaged: 2016-03-17 22:05:28 UTC; rforge

Install log

* installing to library '/home/ddbj/local/lib64/R/library'
* installing *source* package 'QRM' ...
** package 'QRM' successfully unpacked and MD5 sums checked
** libs
g++ -I/home/ddbj/local/lib64/R/include -DNDEBUG  -I/usr/local/include -I"/home/ddbj/local/lib64/R/library/Rcpp/include"   -fpic  -g -O2  -c QRM.cpp -o QRM.o
g++ -I/home/ddbj/local/lib64/R/include -DNDEBUG  -I/usr/local/include -I"/home/ddbj/local/lib64/R/library/Rcpp/include"   -fpic  -g -O2  -c RcppExports.cpp -o RcppExports.o
g++ -shared -L/home/ddbj/local/lib64/R/lib -L/usr/local/lib64 -o QRM.so QRM.o RcppExports.o -L/home/ddbj/local/lib64/R/lib -lR
installing to /home/ddbj/local/lib64/R/library/QRM/libs
** R
** data
*** moving datasets to lazyload DB
** demo
** inst
** preparing package for lazy loading
** help
*** installing help indices
  converting help for package 'QRM'
    finding HTML links ... done
    Bidensplot                              html  
    CopulaAC                                html  
    CopulaGauss                             html  
    CopulaStudent                           html  
    Credit                                  html  
    DJ                                      html  
    ES                                      html  
    FXGBP                                   html  
    GEV                                     html  
    GHYP                                    html  
    GIG                                     html  
    GPD                                     html  
    Gauss                                   html  
    Gumbel                                  html  
    Kendall                                 html  
    NH                                      html  
    POT                                     html  
    Pconstruct                              html  
    Pdeconstruct                            html  
    PointProcess                            html  
    QQPlot                                  html  
    QRM-defunct                             html  
    QRM-package                             html  
    Spearman                                html  
    Student                                 html  
    VaRbound                                html  
    cac40                                   html  
    danish                                  html  
    dji                                     html  
    edf                                     html  
    eigenmeth                               html  
    equicorr                                html  
    ftse100                                 html  
    game-aux                                html  
    game                                    html  
    hsi                                     html  
    nasdaq                                  html  
    nikkei                                  html  
    smi                                     html  
    sp500                                   html  
    spdata                                  html  
    spdata.raw                              html  
    xdax                                    html  
** building package indices
** testing if installed package can be loaded
* DONE (QRM)
Making 'packages.html' ... done