Package: RM2006 0.1.1
RM2006: RiskMetrics 2006 Methodology
Estimation of the conditional covariance matrix using the RiskMetrics 2006 methodology of Zumbach (2007) <doi:10.2139/ssrn.1420185>.
Authors:
RM2006_0.1.1.tar.gz
RM2006_0.1.1.zip(r-4.5)RM2006_0.1.1.zip(r-4.4)RM2006_0.1.1.zip(r-4.3)
RM2006_0.1.1.tgz(r-4.4-any)RM2006_0.1.1.tgz(r-4.3-any)
RM2006_0.1.1.tar.gz(r-4.5-noble)RM2006_0.1.1.tar.gz(r-4.4-noble)
RM2006_0.1.1.tgz(r-4.4-emscripten)RM2006_0.1.1.tgz(r-4.3-emscripten)
RM2006.pdf |RM2006.html✨
RM2006/json (API)
| # Install 'RM2006' in R: |
| install.packages('RM2006', repos = c('https://ctruciosm.r-universe.dev', 'https://cloud.r-project.org')) |
Bug tracker:https://github.com/ctruciosm/rm2006/issues
Last updated 4 years agofrom:c9138989f7. Checks:OK: 7. Indexed: yes.
| Target | Result | Date |
|---|---|---|
| Doc / Vignettes | OK | Sep 03 2024 |
| R-4.5-win | OK | Sep 03 2024 |
| R-4.5-linux | OK | Sep 03 2024 |
| R-4.4-win | OK | Sep 03 2024 |
| R-4.4-mac | OK | Sep 03 2024 |
| R-4.3-win | OK | Sep 03 2024 |
| R-4.3-mac | OK | Sep 03 2024 |
Exports:RM2006
Dependencies:
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| RiskMetrics 2006 Methodology | RM2006-package |
| RiskMetrics 2006 Methodology | RM2006 |
