# Marius Hofert

#### 10 packages on CRAN

Data sets used for copula modeling in addition to those in the package 'copula'. These include a random subsample from the US National Education Longitudinal Study (NELS) of 1988 and nursing home data from Wisconsin.

A device closing function which is able to crop graphics (e.g., PDF, PNG files) on Unix-like operating systems with the required underlying command-line tools installed.

Functions for working with multivariate normal variance mixture distributions including evaluating their distribution functions, densities and random number generation.

Various data sets (stocks, stock indices, constituent data, FX, zero-coupon bond yield curves, volatility, commodities) for Quantitative Risk Management practice.

Functions and data sets for reproducing selected results from the book "Quantitative Risk Management: Concepts, Techniques and Tools". Furthermore, new developments and auxiliary functions for Quantitative Risk Management practice.

Tools for setting up ("design"), conducting, and evaluating large-scale simulation studies with graphics and tables, including parallel computations.

Graphical tools for visualizing high-dimensional data with a path of pairs. Note that this requires 'graph' from Bioconductor. If you want to use dynamic graphics based on 'loon', you also need to have 'loon' installed, see <https://github.com/waddella/loon>.

Provides a general-purpose tool for dynamic report generation in R using Literate Programming techniques.

Accompanying package to the book Quantitative Risk Management: Concepts, Techniques and Tools by Alexander J. McNeil, RĂ¼diger Frey, and Paul Embrechts.