QRMlib - FAQ
© 2005-2006 Alexander J. McNeil
FAQ
- Is there an R version of QRMlib?
Not at present, although much of the library will work under R. If you
port any of the functions to R, do let me know.
- Is there a Matlab version of
QRMlib? No, but I would be pleased if someone would make one.
- What ever happened to EVIS?
The EVIS functions remain a part of the S+FinMetrics module. I no
longer maintain a separate version. There are EVT functions in QRMlib
that duplicate the main functionality of EVIS but they have new names
to avoid conflicts.
Back to
QRMlib page.