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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

Install

install.packages('fExtremes')

Monthly Downloads

664

Version

201.10059

License

GPL Version 2 or later

Maintainer

Diethelm Wuertz

Last Published

December 22nd, 2023

Functions in fExtremes (201.10059)

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