Package: RunuranGUI
Type: Package
Title: A GUI for the UNU.RAN random variate generators
Version: 0.1
Date: 2010-10-25
Author: Josef Leydold
Maintainer: Josef Leydold <josef.leydold@wu.ac.at>
Depends: R (>= 2.11.0), methods, Runuran (>= 0.15.0), rvgtest (>=
0.5.0), gWidgets (>= 0.0-41), gWidgetsRGtk2 (>= 0.0-69), cairoDevice
Description: This package provides a GUI (Graphical User Interface) for
the UNU.RAN random variate generators. Thus it allows to build
non-uniform random number generators interactively for quite
arbitrary distributions. In addition, R code for the required
calls from package Runuran can be displayed and stored for
later use. Some basic analysis like goodness-of-fit tests can
be performed.
License: GPL (>= 2)
LazyLoad: yes
Packaged: 2010-10-25 17:20:07 UTC; leydold
Repository: CRAN
Date/Publication: 2010-10-26 12:36:44
Package: riskSimul
Type: Package
Title: Risk Quantification for Stock Portfolios under the T-Copula
Model
Version: 0.1
Date: 2014-07-11
Author: Wolfgang Hormann, Ismail Basoglu
Maintainer: Wolfgang Hormann <hormannw@boun.edu.tr>
Description: Implements efficient simulation procedures to estimate tail loss probabilities and conditional excess for a stock portfolio. The log-returns are assumed to follow a t-copula model with generalized hyperbolic or t marginals.
Depends: Runuran
License: GPL-2 | GPL-3
Copyright: Wolfgang Hormann
Packaged: 2014-11-09 08:18:36 UTC; Wolfgang
NeedsCompilation: no
Repository: CRAN
Date/Publication: 2014-11-09 13:06:05
providing 
.