CRAN/E | R Packages from Alexander McNeil

Alexander McNeil

Author of 3 R packages

Quick info

Alexander McNeil has worked on 3 packages so far. In total, Alexander McNeil has worked with 6 other authors on those packages. A true team player!

Packages overview

QRM
evir
tscopula

Package details

QRM

Provides R-Language Code to Examine Quantitative Risk Management Concepts

Bernhard Pfaff , Marius Hofert , Alexander McNeil , Scott Ulmann

evir

Extreme Values in R

Bernhard Pfaff , Eric Zivot , Alexander McNeil , Alec Stephenson

tscopula

Time Series Copula Models

Alexander McNeil , Martin Bladt

Colleagues

Bernhard Pfaff
Marius Hofert
Scott Ulmann
Eric Zivot
Alec Stephenson
Martin Bladt