[R-SIG-Finance] Dowd package on CRAN
peter at braverock.com
Wed Sep 9 15:43:20 CEST 2015
I thought that this list might like to know that Dinesh Acharya spent
the summer converting Kevin Dowd's Matlab code from 'Measuring Market
Risk' as part of Google Summer of Code 2015.
'Measuring Market Risk' covers important topics in risk measurement in a
well-regarded and widely used book that is in it's second edition. Prof.
Dowd is currently a Professor of Finance and Economics at Durham
University Business School and a partner in Cobden Partners based in London.
This project focused on converting the included Matlab-based MMR2
toolkit to R to make it more widely assessible. Dinesh created a package
for students and readers that is now on CRAN:
In case you are not familiar with it, Google Summer of Code is a program
where Google pays students to work on a three month open source project.
The R language has participated in GSoC for most of its 10-or-so year
Thanks to all involved, but particularly to Dinesh - this is a nice
contribution. Feel free to reach out to him with any questions or
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