c(person("Bernhard", "Pfaff", email =
"bernhard@pfaffikus.de", role = c("aut", "cre")),
person("Alexander", "McNeil", email = "mcneil@math.ethz.ch",
role = "aut", comment = "S-Plus original (QRMlib)"),
person("Scott", "Ulmann", role = "trl", comment = "First R port
as package QRMlib"))
Bernhard Pfaff [aut, cre], Alexander McNeil [aut] (S-Plus
original (QRMlib)), Scott Ulmann [trl] (First R port as package
QRMlib)

Provides R-language code to examine Quantitative Risk Management concepts
Alexander McNeil for S-Plus original; R port by Scott Ulman
R-language version by Scott Ulman <scottulman@hotmail.com>
R(>= 2.6.0), methods, fSeries, mvtnorm, chron
This is a free R-language library designed to accompany the book
Quantitative Risk Management: Concepts, Techniques and Tools by Alexander
J. McNeil, Rudiger Frey and Paul Embrechts.  A separate SPlus version can be
downloaded from  Alexander McNeil's URL at
http://www.ma.hw.ac.uk/~mcneil/book/QRMlib.html

R(>= 2.7.0), methods, fSeries, mvtnorm, chron

R(>= 2.10.0), methods, fSeries, mvtnorm, chron
This is a free R-language library designed to accompany
the book Quantitative Risk Management: Concepts, Techniques and
Tools by Alexander J. McNeil, Rudiger Frey and Paul Embrechts.
A separate SPlus version can be downloaded from Alexander
McNeil's URL at
http://www.ma.hw.ac.uk/~mcneil/book/QRMlib.html. Be sure NOT to
load packages timeDate and timeSeries when running this
package.

R(>= 2.4.1), methods, fCalendar, fEcofin, mvtnorm, chron,its,Hmisc
This is a free R-language library designed to accompany the book
Quantitative Risk Management: Concepts, Techniques and Tools by Alexander J. McNeil,
Rüdiger Frey and Paul Embrechts.  A separate S-Plus version can be downloaded from
Alexander McNeil's URL at http://www.math.etzh.ch/~mcneil/book/qrmlib.html

A Novel Quantile Regression Approach for eQTL Discovery
A Quantile Rank-score based test for the identification of expression quantitative trait loci.

Quantile Regression in Varying-Coefficient Models
Andriyana, Y. with contribution from Gijbels, I.
Quantile regression in varying-coefficient models (VCM) using one particular nonparametric technique called P-splines. The functions can be applied on three types of VCM; (1) Homoscedastic VCM, (2) Simple heteroscedastic VCM, and (3) General heteroscedastic VCM.
R (>= 3.1.3), quantreg, SparseM, truncSP