Type: Package
Package: ffp
Title: Stress Test Historical Scenarios with Fully Flexible
        Probabilities
Version: 0.1.0
Authors@R: 
    person(given = "Bernardo",
           family = "Reckziegel",
           role = c("aut", "cre", "cph"),
           email = "bernardo_cse@hotmail.com")
Description: Implements numerical entropy-pooling for scenario analysis as
    described in Meucci, Attilio (2010) <doi:10.2139/ssrn.1696802>.
License: MIT + file LICENSE
URL: https://github.com/Reckziegel/FFP
BugReports: https://github.com/Reckziegel/FFP/issues
Depends: R (>= 2.10)
Imports: assertthat (>= 0.2.1), dplyr (>= 1.0.6), forcats (>= 0.5.1),
        ggdist (>= 2.4.0), ggplot2 (>= 3.3.3), lubridate (>= 1.7.10),
        magrittr (>= 2.0.1), methods, mvtnorm (>= 1.1-1), NlcOptim (>=
        0.6), pracma (>= 2.3.3), purrr (>= 0.3.4), rlang (>= 0.1.2),
        scales (>= 1.1.1), stats, tibble (>= 3.1.1), tidyr (>= 1.1.3),
        usethis (>= 0.2.1), vctrs (>= 0.3.7), xts (>= 0.12.1)
Suggests: covr, knitr (>= 1.33), markdown, roxygen2, spelling, testthat
        (>= 3.0.0)
VignetteBuilder: knitr
Config/testthat/edition: 3
Encoding: UTF-8
Language: en-US
LazyData: true
RoxygenNote: 7.1.1
NeedsCompilation: no
Packaged: 2021-07-13 18:55:47 UTC; bernardo.reckziegel
Author: Bernardo Reckziegel [aut, cre, cph]
Maintainer: Bernardo Reckziegel <bernardo_cse@hotmail.com>
Repository: CRAN
Date/Publication: 2021-07-14 09:10:08 UTC
