Package: qrmdata 2025-07-24-3

qrmdata: Data Sets for Quantitative Risk Management Practice

Various data sets (stocks, stock indices, constituent data, FX, zero-coupon bond yield curves, volatility, commodities) for Quantitative Risk Management practice.

Authors:Marius Hofert [aut, cre], Kurt Hornik [aut], Alexander J. McNeil [aut]

qrmdata_2025-07-24-3.tar.gz
qrmdata_2025-07-24-3.zip(r-4.7)qrmdata_2025-07-24-3.zip(r-4.6)qrmdata_2025-07-24-3.zip(r-4.5)
qrmdata_2025-07-24-3.tgz(r-4.6-any)qrmdata_2025-07-24-3.tgz(r-4.5-any)
qrmdata_2025-07-24-3.tar.gz(r-4.7-any)qrmdata_2025-07-24-3.tar.gz(r-4.6-any)
qrmdata_2025-07-24-3.tgz(r-4.6-emscripten)
manual.pdf |manual.html
card.svg |card.png
qrmdata/json (API)
NEWS

# Install 'qrmdata' in R:
install.packages('qrmdata', repos = c('https://mariushofert.r-universe.dev', 'https://cloud.r-project.org'))
Datasets:

On CRAN:

Conda:

This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.

2.16 score 145 scripts 754 downloads 0 exports 3 dependencies

Last updated from:fdf2539473. Checks:9 OK. Indexed: yes.

TargetResultTimeFilesSyslog
linux-devel-x86_64OK157
source / vignettesOK188
linux-release-x86_64OK123
macos-release-arm64OK231
macos-oldrel-arm64OK181
windows-develOK107
windows-releaseOK87
windows-oldrelOK82
wasm-releaseOK99

Exports:

Dependencies:latticextszoo

Readme and manuals

Help Manual

Help pageTopics
Commodity DataGOLD OIL_Brent
Cryptocurrency Prices in USDcrypto
Standard & Poor's Default DataSP_defaults
Foreign Exchange Rate DataCAD_GBP CAD_USD CHF_GBP CHF_USD CNY_GBP CNY_USD EUR_GBP EUR_USD GBP_USD JPY_GBP JPY_USD USD_GBP
Interest-Rate DataZCB_CAD ZCB_USD
Loss DatasetsDNB fire
(Single) Stock DataRSHCQ
Stock Index DataCAC CSI DAX DJ EURSTOXX FTSE HSI NASDAQ NIKKEI SMI SP500 SSEC
Stock Index Constituents DataDJ_const EURSTX_const FTSE_const HSI_const SP500_const SP500_const_info
Volatility IndexVIX