qrng - (Randomized) Quasi-Random Number Generators
Functionality for generating (randomized) quasi-random numbers in high dimensions.
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5.40 score 1 stars 38 dependents 225 scripts 9.7k downloadsqrmtools - Tools for Quantitative Risk Management
Functions and data sets for reproducing selected results from the book "Quantitative Risk Management: Concepts, Techniques and Tools". Furthermore, new developments and auxiliary functions for Quantitative Risk Management practice.
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3.97 score 1 stars 314 scripts 799 downloadssimsalapar - Tools for Simulation Studies in Parallel
Tools for setting up ("design"), conducting, and evaluating large-scale simulation studies with graphics and tables, including parallel computations.
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3.43 score 2 stars 2 dependents 98 scripts 2.3k downloadsnvmix - Multivariate Normal Variance Mixtures
Functions for working with (grouped) multivariate normal variance mixture distributions (evaluation of distribution functions and densities, random number generation and parameter estimation), including Student's t distribution for non-integer degrees-of-freedom as well as the grouped t distribution and copula with multiple degrees-of-freedom parameters. See <doi:10.18637/jss.v102.i02> for a high-level description of select functionality.
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3.41 score 1 stars 129 scripts 540 downloadscopulaData - Data Sets for Copula Modeling
Data sets used for copula modeling in addition to those in the R package 'copula'. These include a random subsample from the US National Education Longitudinal Study (NELS) of 1988 and nursing home data from Wisconsin.
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3.08 score 7 scripts 552 downloads