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fExtremes (version 220.10063)

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

1,068

Version

220.10063

License

GPL Version 2 or later

Maintainer

Diethelm Wuertz

Last Published

December 22nd, 2023

Functions in fExtremes (220.10063)

GevGlmFit

Modelling the GEV Distribution including GLM
PotFit

Modelling Peaks Over a Threshold
GevModelling

Generalized Extreme Value Modelling
GpdGlmFit

Modelling the GPD Distribution including GLM
PPFit

Modelling Point Processes
ExtremesTools

fExtremes Tools
RlargFit

Modelling the Order Statistic Model
GpdDistribution

GPD Distributions for Extreme Value Theory
GpdFit

Modelling the Generalized Pareto Distribution
ExtremesData

Explorative Data Analysis
ExtremeIndexPlots

Extremal Index Estimation
evirBuiltin

evir Builtin Functions