# Marius Hofert

#### 12 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.

Tools to set up, train, store, load, investigate and analyze generative neural networks. In particular, functionality for generative moment matching networks is provided. See Hofert, Prasad, Zhu (2018) <arXiv:abs/1811.00683> for more details.

Functions for working with multivariate normal variance mixture distributions (evaluation of distribution functions and densities, random number generation and parameter estimation), including Student's t distribution for non-integer degrees of freedom.

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.

Computations for approximations and alternatives for the 'DPQ' (Density (pdf), Probability (cdf) and Quantile) functions for probability distributions in R. Primary focus is on (central and non-central) beta, gamma and related distributions such as the chi-squared, F, and t. -- This is for the use of researchers in these numerical approximation implementations, notably for my own use in order to improve R`s own pbeta(), qgamma(), ..., etc: {'"dpq"'-functions}. -- We plan to complement with 'DPQmpfr' to be suggested later.

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

Provides functions/methods to accompany the book Quantitative Risk Management: Concepts, Techniques and Tools by Alexander J. McNeil, Ruediger Frey, and Paul Embrechts.

Graphical tools for visualizing high-dimensional data along a path of alternating one- and two-dimensional plots. Note that this includes interactive graphics plots based on 'loon' in turn based on tcltk (included as part of the standard R distribution). It also requires 'graph' from Bioconductor.