Package: smqf
Title: Statistical Methods for Quantitative Finance
Version: 1.1-7
Authors@R: c(
    person("David", "Ardia", role = c("aut", "cre", "cph", "fnd"),
           email = "david.ardia.ch@gmail.com",
           comment = c(ORCID = "0000-0003-2823-782X")),
    person("Marius", "Hofert", role = c("ctb", "cph"),
           comment = "Original author of qrmdata, from which 15 market datasets were ported under GPL-2 | GPL-3"),
    person("Kurt", "Hornik", role = c("ctb", "cph"),
           comment = "Original author of qrmdata, from which 15 market datasets were ported under GPL-2 | GPL-3"),
    person("Alexander J.","McNeil", role = c("ctb", "cph"),
           comment = "Original author of qrmdata, from which 15 market datasets were ported under GPL-2 | GPL-3"),
    person("Dries", "Cornilly", role = c("ctb", "cph"),
           comment = "Original author of mvskPortfolios, from which f_mvsk_portfolio() was ported under GPL-2 | GPL-3"),
    person("Kris", "Boudt", role = c("ctb", "cph"),
           comment = "Original author of mvskPortfolios, from which f_mvsk_portfolio() was ported under GPL-2 | GPL-3"))
Description: Provides data and functions used in the book "Statistical Methods for Quantitative Finance"
             by David Ardia (2026).
License: GPL-3
LazyData: true
LazyDataCompression: xz
Encoding: UTF-8
Depends: R (>= 4.1.0), xts
URL: https://github.com/ArdiaD/smqf-package
BugReports: https://github.com/ArdiaD/smqf-package/issues
Suggests: zoo, testthat (>= 3.0.0), PerformanceAnalytics, glmnet,
        quadprog, copula, Matrix, readxl, MASS, mvtnorm
Config/testthat/edition: 3
Imports: graphics, stats, nloptr, pracma
Config/roxygen2/version: 8.1.0
NeedsCompilation: no
Packaged: 2026-08-23 03:23:33 UTC; ardiad
Author: David Ardia [aut, cre, cph, fnd] (ORCID:
    <https://orcid.org/0000-0003-2823-782X>),
  Marius Hofert [ctb, cph] (Original author of qrmdata, from which 15
    market datasets were ported under GPL-2 | GPL-3),
  Kurt Hornik [ctb, cph] (Original author of qrmdata, from which 15
    market datasets were ported under GPL-2 | GPL-3),
  Alexander J. McNeil [ctb, cph] (Original author of qrmdata, from which
    15 market datasets were ported under GPL-2 | GPL-3),
  Dries Cornilly [ctb, cph] (Original author of mvskPortfolios, from
    which f_mvsk_portfolio() was ported under GPL-2 | GPL-3),
  Kris Boudt [ctb, cph] (Original author of mvskPortfolios, from which
    f_mvsk_portfolio() was ported under GPL-2 | GPL-3)
Maintainer: David Ardia <david.ardia.ch@gmail.com>
Repository: CRAN
Date/Publication: 2026-08-23 05:20:02 UTC
Built: R 4.6.1; ; 2026-08-25 23:53:16 UTC; windows
