smqf: Statistical Methods for Quantitative Finance

smqf is an R package providing datasets and functions used in the book “Statistical Methods for Quantitative Finance” by Ardia (2026).

Please cite the package in publications!
By using smqf you agree to the following rules:

• You must cite the package as Ardia (2026). “Statistical Methods for Quantitative Finance”.
• You assume all risk for the use of smqf.

Installation

Install the released version of smqf from CRAN:

install.packages("smqf")

Or install the development version from GitHub:

# install.packages("pak") # if needed
pak::pak("ArdiaD/smqf-package")

Usage

library(smqf)
data("FamaFrench")                               # one of 20 bundled datasets
f_clayton_copula_2d_pdf(c(0.5, 0.5), theta = 2)  # bivariate copula density
ef <- f_efficient_frontier(mu = c(0.08, 0.10, 0.12),
                           Sigma = diag(c(0.04, 0.09, 0.16)), n_ptf = 20)

See ?smqf for the full index of functions and datasets, and https://github.com/ArdiaD/smqf-package for development and issue tracking.