<?xml version="1.0" encoding="utf-8" ?><rss version="2.0" xmlns:atom="http://www.w3.org/2005/Atom" xmlns:r="https://r-universe.dev"><channel><title>phanthomx.r-universe.dev</title><link>https://phanthomx.r-universe.dev</link><description>Recent package updates in phanthomx</description><generator>R-universe</generator><image><url>https://github.com/phanthomx.png</url><title>R packages by phanthomx</title><link>https://phanthomx.r-universe.dev</link></image><lastBuildDate>Fri, 03 Jul 2026 20:20:49 GMT</lastBuildDate><item><title>[phanthomx] finRiskPractical 0.1.0</title><author>you@example.com (Phanthomx)</author><description>A collection of ten worked practical scripts covering R
fundamentals, term structure modelling, market risk (VaR),
credit risk (Markov chains), operational risk
(frequency-severity models), volatility (GARCH), portfolio
optimisation, Monte Carlo risk simulation, and a Shiny risk
dashboard. Each Practical*() function prints the annotated R
code for that topic so it can be copied, run, and studied
interactively. This package intentionally ships the material as
printable teaching code rather than as executed computations,
so it has no hard dependency on the packages used inside the
printed examples (minpack.lm, evd, rugarch, quadprog, shiny);
install those separately if you want to run the printed code
yourself.</description><link>https://github.com/r-universe/phanthomx/actions/runs/28683082307</link><pubDate>Fri, 03 Jul 2026 20:20:49 GMT</pubDate><r:package>finRiskPractical</r:package><r:version>0.1.0</r:version><r:status>success</r:status><r:repository>https://phanthomx.r-universe.dev</r:repository><r:upstream>https://github.com/phanthomx/finRiskPractical</r:upstream></item></channel></rss>