BetaDist                The Beta Distribution
BiDensPlot              Bivariate Density Plot
ConvertDFToTimeSeries   ConvertDFToTimeSeries() method
CovToCor                Covariance To Correlation Matrix
DJ                      Dow Jones 30 Stock Prices (timeSeries object)
                        January 1991 to December 2000
DJ.df                   Dow Jones 30 Stock Prices (data.frame object)
                        January 1991 to December 2000.  The .df
                        indicates the dataframe object.
EGIG                    Estimate Moments of GIG Distribution
EMupdate                EM Update Step for Generalized Hyperbolic
                        Estimation
ESnorm                  Expected Shortfall for Normal Distribution
ESst                    Expected Shortfall for Student t Distribution
ElogGIG                 Log Moment of GIG
FXGBP.RAW               Sterling Exchange Rates as timeSeries object
FXGBP.RAW.df            Sterling Exchange Rates as data.frame object
                        January 1987 to March 2004.  The .df indicates
                        the dataframe object.
Kendall                 Kendall's Rank Correlation
MCECM.Qfunc             Optimization Function for MCECM Fitting of GH
MCECMupdate             MCECM Update Step for Generalized Hyperbolic
MEplot                  Sample Mean Excess Plot
MardiaTest              Mardia's Tests of Multinormality
Pconstruct              Assemble a Correlation Matrix for ML Copula
                        Fitting
Pdeconstruct            Disassemble a Correlation Matrix for ML Copula
                        Fitting
QQplot                  Generic Quantile-Quantile Plot
QRMBook-workspace       How to Build a QRMBook Workspace in R to Use
                        QRMlib
QRMlib-package          This package provides R-language code to
                        investigate concepts in a Quantitative Risk
                        Management book for those users without access
                        to S-Plus.
RiskMeasures            Calculate Risk Measures from GPD Fit
Spearman                Spearman's Rank Correlation
TimeSeriesClassRMetrics
                        timeSeries Class and Methods
aggregateMonthlySeries
                        aggregateMonthlySeries() method
aggregateQuarterlySeries
                        aggregateQuarterlySeries() method
aggregateSignalSeries   aggregateSignalSeries() method
aggregateWeeklySeries   aggregateWeeklySeries() method
besselM3                Modified Bessel Function of 3rd Kind
cac40                   CAC 40 Stock Market Index (France) as
                        timeSeries object from January 1994 to March
                        25, 2004
cac40.df                CAC 40 Stock Market Index (France) as dataframe
                        object from anuary 1994 to March 25, 2004
cal.beta                Calibrate Beta Mixture of Bernoullis
cal.claytonmix          Calibrate Mixture of Bernoullis Equivalent to
                        Clayton Copula Model
cal.probitnorm          Calibrate Probitnormal Mixture of Bernoullis
claytonmix              Mixing Distribution on Unit Interval Yielding
                        Clayton Copula Model
dGumbel                 Gumbel Distribution
danish                  Danish Data from January 1980 through December
                        1990 as timeSeries object
danish.df               Danish Data from January 1980 through December
                        1990 as data.frame object
dcopula.AC              Archimedean Copula Density
dcopula.clayton         Bivariate Clayton Copula Density
dcopula.gauss           Gauss Copula Density
dcopula.gumbel          Bivariate Gumbel Copula Density
dcopula.t               t Copula Density
dghyp                   Univariate Generalized Hyperbolic Distribution
dghypB                  Univariate Generalized Hyperbolic Distribution
                        B
dji                     Dow Jones Index (timeSeries Object) January 2,
                        1980-March 25, 2004
dji.df                  Dow Jones Index (dataframe Object) January 2,
                        1980-March 25, 2004.  The .df indicates the
                        dataframe object.
dmnorm                  Multivariate Normal Density
dmt                     Multivariate Student t Density
dsmghyp                 Symmetric Multivariate Generalized Hyperbolic
                        Distribution
edf                     Empirical Distribution Function
eigenmeth               Make Matrix Positive Definite
equicorr                Equicorrelation Matrix
extremalPP              Extremal Point Process
findthreshold           Find a Threshold
fit.AC                  Fit Archimedean Copula
fit.Archcopula2d        Fit 2D Archimedean Copula
fit.GEV                 Fit Generalized Extreme Value Distribution
fit.GPD                 Fit Generalized Pareto Model
fit.GPDb                Fit Generalized Pareto Model B
fit.NH                  Fit NIG or Hyperbolic Distribution
fit.POT                 Peaks-over-Threshold Model
fit.binomial            Fit Binomial Distribution
fit.binomialBeta        Fit Beta-Binomial Distribution to defaults and
                        obligors
fit.binomialLogitnorm   Fit Logitnormal-Binomial Distribution
fit.binomialProbitnorm
                        Fit Probitnormal-Binomial Distribution
fit.gausscopula         Fit Gauss Copula
fit.mNH                 Fit Multivariate NIG or Hyperbolic Distribution
fit.mst                 Fit Multivariate Student t Distribution
fit.norm                Fit Multivariate Normal
fit.seMPP               Fit Marked Self-Exciting Point Process
fit.sePP                Fit Self-Exciting Process
fit.st                  Fit Student t Distribution
fit.tcopula             Fit t Copula
fit.tcopula.rank        Fit t Copula Using Rank Correlations
ftse100                 FTSE 100 Stock Market Index as timeSeries
                        object
ftse100.df              FTSE 100 Stock Market Index as dataframe object
hessb                   Approximate Hessian Matrix
hillPlot                Create Hill Plot
hsi                     Hang Seng Stock Market Index (timeSeries)
hsi.df                  Hang Seng Stock Market Index (dataframe)
                        January 1994 to March 2004
jointnormalTest         Test of Multivariate Normality
kurtosisSPlus           S-Plus Version of Kurtosis which differs from
                        the R-versions
lbeta                   Log Beta Function
mghyp                   Multivariate Generalized Hyperbolic
                        Distribution
mk.returns              Make Financial Return Data
momest                  Moment Estimator of Default Probabilities
nasdaq                  NASDAQ Stock Market Index (timeSeries object)
                        January 3, 1994 to March 25, 2004
nasdaq.df               NASDAQ Stock Market Index (data.frame object)
                        January 3, 1994 to March 25, 2004
nikkei                  Nikkei Stock Market Index (timeSeries Object)
                        January 4, 1994-March 25, 2004
nikkei.df               Nikkei Stock Market Index (data.frame Object)
                        January 4, 1994-March 25, 2004
pGEV                    Generalized Extreme Value Distribution
pGPD                    Generalized Pareto Distribution
plot.MPP                Plot Marked Point Process
plot.PP                 Plot Point Process
plot.sePP               Plot Self-Exciting Point Process
plotFittedGPDvsEmpiricalExcesses
                        Graphically Compare Empirical Distribution of
                        Excesses and GPD Fit
plotMultiTS             Plot Multiple Time Series
plotTail                Tail Plot of GPD Model
probitnorm              Probit-Normal Distribution
profileLoadLibrary      Build .Rprofile File to Load QRM Library in
                        QRMBook Workspace
psifunc                 Psi or Digamma Function
qst                     Student's t Distribution (3 parameter)
rAC                     Generate Archimedean Copula
rACp                    Simulate a Generalized Archimedean Copula
                        representing p factors
rBB9Mix                 Mixture Distribution Yielding BB9 Copula
rFrankMix               Mixture Distribution Yielding Frank Copula
rGIG                    Generate Random Vector from Generalized Inverse
                        Gaussian Distribution
rbinomial.mixture       Sample Mixed Binomial Distribution
rcopula.Gumbel2Gp       Gumbel Copula with Two-Group Structure
rcopula.GumbelNested    Gumbel Copula with Nested Structure
rcopula.clayton         Clayton Copula Simulation
rcopula.frank           Frank Copula Simulation
rcopula.gauss           Gauss Copula Simulation
rcopula.gumbel          Gumbel Copula Simulation
rcopula.t               t Copula Simulation
rlogitnorm              Random Number Generation from Logit-Normal
                        Distribution
rmnorm                  Multivariate Normal Random Sample
rmt                     Multivariate t
rstable                 Stable Distribution
rtcopulamix             Mixing Distribution on Unit Interval Yielding t
                        Copula Model
seMPP.negloglik         Marked Self-Exciting Point Process
                        Log-Likelihood
sePP.negloglik          Self-Exciting Point Process Log-Likelihood
showRM                  Show Risk Measure Estimates on Tailplot
signalSeries            signalSeries object
smi                     Swiss Market Index (timeSeries Object) November
                        9, 1990 to March 25, 2004
smi.df                  Swiss Market Index (dataframe Object) November
                        9, 1990 to March 25, 2004.  The .df indicates
                        the dataframe object.
sp500                   Standard and Poors 500 Index (timeSeries
                        Object) January 2, 1990-March 25, 2004
sp500.df                Standard and Poors 500 Index (data.frame
                        Object) January 2, 1990-March 25, 2004
spdata                  Standard and Poors Default Data
spdata.df               Standard and Poors Default Data
spdata.raw              Standard and Poors Default Data (timeSeries
                        object)
spdata.raw.df           Standard and Poors Default Data (Dataframe)
stationary.sePP         Stationarity of Self-Exciting Model
storeDataInWorkspace    How to Store Data in a QRMBook Workspace
symmetrize              Ensure Symmetric Matrix
timeSeriesClass         timeSeries Objects in R
unmark                  Unmark Point Process
volfunction             Self-Excitement Function
xdax                    Xetra DAX German Index (timeSeries Object)
                        January 3, 1994-March 25, 2004
xdax.df                 Xetra DAX German Index (timeSeries Object)
                        January 3, 1994-March 25, 2004
xiplot                  GPD Shape Parameter Plot
