[R-SIG-Finance] QRMlib not in R version 2.15.1

[Maheshwari, Dhruv]

I did manage to install QRMlib from the archived source code a month ago, but it was quite painful and required many similarly obsolete dependencies (fSeries, fCalendar, etc.). QRM does appear to be a good substitute.

In the package reference:
http://cran.r-project.org/web/packages/QRM/QRM.pdf

The author notes that not all functions were ported. See the section QRM-defunct for a listing.

- Dhruv

-----Original Message-----
From: r-sig-finance-bounces at r-project.org [mailto:r-sig-finance-bounces at r-project.org] On Behalf Of Harris Butler
Sent: Thursday, January 31, 2013 15:10
To: natorro at fisica.unam.mx
Cc: R-SIG-Finance at r-project.org
Subject: Re: [R-SIG-Finance] QRMlib not in R version 2.15.1

It appears that the package QRMlib is deprecated, but there is a very similar looking package called QRM:
http://cran.r-project.org/web/packages/QRM/index.html

I hope that helps, I do not know if it has the same functions or not, but they both claim to accompany the same book.
--
Cheers,

Harris Butler

On 1/31/13, natorro at fisica.unam.mx <natorro at fisica.unam.mx> wrote:
> Anyone has any idea why the package QRMlib is not available for R 
> version 2.15.1???
>
> It even seems it's deprecated by now...
>
> Any pointers would be greatly appreciated.
>
> Regards
> Carlos López
>
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