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fExtremes (version 201.10059)
Financial Software Collection - fExtremes
Description
fExtremes from Rmetrics - Rmetrics is an Environment and Software Collection for teaching "Financial Engineering and Computational Finance"
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Version
Version
4032.84
4021.83
3042.82
3010.81
3010.80
2160.79
2160.78
2100.77
290.76
270.75
270.74
260.73
260.72
260.71
251.70
240.10068
240.10067
221.10065
220.10063
201.10060
201.10059
200.10058
191.10057
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Install
install.packages('fExtremes')
Monthly Downloads
1,328
Version
201.10059
License
GPL Version 2 or later
Maintainer
Diethelm Wuertz
Functions in fExtremes (201.10059)
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GevFit
Modelling the GEV Distribution
GevGlmFit
Modelling the GEV Distribution including GLM
MdaPlots
Hill and Shape Parameter Plots
ExtremesBuiltin
fExtremes Builtin Functions
RlargFit
Modelling the Order Statistic Model
ExtremesPlots
Explorative Data Analysis
PotFit
Modelling Peaks Over a Threshold
ExtremesPreprocessing
Preprocessing Extreme Value Data
ExtremeIndexPlots
Extremal Index Estimation
GpdFit
Modelling the Generalized Pareto Distribution
GpdDistribution
GPD Distributions for Extreme Value Theory
GevDistribution
GEV Distributions for Extreme Value Theory
PPFit
Modelling Point Processes
ExtremesTools
fExtremes Tools
GpdGlmFit
Modelling the GPD Distribution including GLM