Package: smqf
Title: Statistical Methods in Quantitative Finance
Version: 1.1-1
Authors@R: c(
    person("David", "Ardia", role = c("aut", "cre"),
           email = "david.ardia.ch@gmail.com",
           comment = c(ORCID = "0000-0003-2823-782X")),
    person("Marius", "Hofert", role = c("ctb", "cph"),
           comment = "Original author of qrmdata, from which 14 market datasets were ported under GPL-2 | GPL-3"),
    person("Kurt", "Hornik", role = c("ctb", "cph"),
           comment = "Original author of qrmdata, from which 14 market datasets were ported under GPL-2 | GPL-3"),
    person("Alexander J.","McNeil", role = c("ctb", "cph"),
           comment = "Original author of qrmdata, from which 14 market datasets were ported under GPL-2 | GPL-3"))
Description: Provides data and functions used in the book "Statistical Methods in Quantitative Finance"
             by David Ardia (2026).
License: GPL-3
LazyData: true
Encoding: UTF-8
Depends: R (>= 4.1.0), xts
URL: https://github.com/ArdiaD/smqf-package
BugReports: https://github.com/ArdiaD/smqf-package/issues
Suggests: zoo, testthat (>= 3.0.0), PerformanceAnalytics, glmnet
Config/testthat/edition: 3
Imports: graphics, stats, nloptr, pracma
Config/roxygen2/version: 8.0.0
NeedsCompilation: no
Packaged: 2026-05-28 13:02:31 UTC; ardiad
Author: David Ardia [aut, cre] (ORCID: <https://orcid.org/0000-0003-2823-782X>),
  Marius Hofert [ctb, cph] (Original author of qrmdata, from which 14
    market datasets were ported under GPL-2 | GPL-3),
  Kurt Hornik [ctb, cph] (Original author of qrmdata, from which 14
    market datasets were ported under GPL-2 | GPL-3),
  Alexander J. McNeil [ctb, cph] (Original author of qrmdata, from which
    14 market datasets were ported under GPL-2 | GPL-3)
Maintainer: David Ardia <david.ardia.ch@gmail.com>
Repository: CRAN
Date/Publication: 2026-06-01 09:00:07 UTC
Built: R 4.6.1; ; 2026-06-25 02:25:00 UTC; windows
