Financial Risk Modelling and Portfolio Optimization with R

Appendix D

Technicalities

This book was typeset in LATEX. In addition to the publisher’s style file, the following LATEX packages were used (in alphabetical order): amsfonts, amsmath, amssymb, booktabs, float, listings, longtable, natbib, rotfloat, tikz and url. The bibliography was generated with BiBTeX. The program aspell was used for spell-checking. The Emacs text editor was used with the LISP modules ESS and AUCTEX. The processing of all files (i.e., the creation of the book) was accomplished with the make program, and Subversion (SVN) was used as source control management system.

All the R code examples were processed as Sweave files. Therefore, the proper working of the R commands is guaranteed. In the .Rprofile file the seed for generating random numbers was set to set.seed = 123456 and as random number generator R’s default setting was employed, that is, random numbers were generated using the Mersenne Twister algorithm. Where possible, the results are exhibited as tables by making use of the function latex() contained in the contributed package Hmisc. The examples were processed in R version 2.15.0 on an i686 PC with Linux as operating system and kernel 2.6.38-15-generic. Linux is a registered trademark of Linus Torvalds (Helsinki, Finland), the original author of the Linux kernel.