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:Carlos Trucios

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-4.5-any)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

On CRAN:

Conda:

2.00 score 1 scripts 279 downloads 1 exports 0 dependencies

Last updated 4 years agofrom:c9138989f7. Checks:8 OK. Indexed: yes.

TargetResultLatest binary
Doc / VignettesOKFeb 19 2025
R-4.5-winOKFeb 19 2025
R-4.5-macOKFeb 19 2025
R-4.5-linuxOKFeb 19 2025
R-4.4-winOKFeb 19 2025
R-4.4-macOKFeb 19 2025
R-4.3-winOKFeb 19 2025
R-4.3-macOKFeb 19 2025

Exports:RM2006

Dependencies: