smqf: Statistical Methods for Quantitative Finance
Provides data and functions used in the book "Statistical Methods for Quantitative Finance" by David Ardia (2026).
| Version: | 1.1-7 |
| Depends: | R (≥ 4.1.0), xts |
| Imports: | graphics, stats, nloptr, pracma |
| Suggests: | zoo, testthat (≥ 3.0.0), PerformanceAnalytics, glmnet, quadprog, copula, Matrix, readxl, MASS, mvtnorm |
| Published: | 2026-08-23 |
| DOI: | 10.32614/CRAN.package.smqf |
| Author: | David Ardia  [aut,
cre, cph, fnd],
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 <david.ardia.ch at gmail.com> |
| BugReports: | https://github.com/ArdiaD/smqf-package/issues |
| License: | GPL-3 |
| URL: | https://github.com/ArdiaD/smqf-package |
| NeedsCompilation: | no |
| Citation: | smqf citation info |
| Materials: | README, NEWS |
| CRAN checks: | smqf results [issues need fixing before 2026-09-13] |
Documentation:
| Reference manual: | smqf.html , smqf.pdf |
Downloads:
| Package source: | smqf_1.1-7.tar.gz |
| Windows binaries: | r-devel: smqf_1.1-1.zip, r-release: smqf_1.1-1.zip, r-oldrel: smqf_1.1-1.zip |
| macOS binaries: | r-release (arm64): smqf_1.1-1.tgz, r-oldrel (arm64): smqf_1.1-7.tgz, r-release (x86_64): smqf_1.1-7.tgz, r-oldrel (x86_64): smqf_1.1-7.tgz |
| Old sources: | smqf archive |
Linking:
Please use the canonical form https://CRAN.R-project.org/package=smqf to link to this page.