Rdocumentation
powered by
Learn R Programming
⚠️
There's a newer version (4032.84) of this package.
Take me there.
fExtremes (version 221.10065)
Rmetrics - Extreme Financial Market Data
Description
fExtremes from Rmetrics - Rmetrics is an Environment and Software Collection for teaching "Financial Engineering and Computational Finance"
Copy Link
Link to current version
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
Install
install.packages('fExtremes')
Monthly Downloads
1,003
Version
221.10065
License
GPL Version 2 or later
Maintainer
Diethelm Wuertz
Last Published
December 22nd, 2023
Functions in fExtremes (221.10065)
Search all functions
PotFit
Modelling Peaks Over a Threshold
ExtremeIndexPlots
Extremal Index Estimation
ExtremesTools
fExtremes Tools
PPFit
Modelling Point Processes
GevGlmFit
Modelling the GEV Distribution including GLM
GpdGlmFit
Modelling the GPD Distribution including GLM
evirBuiltin
evir Builtin Functions
ExtremesData
Explorative Data Analysis
RlargFit
Modelling the Order Statistic Model
GpdFit
Modelling the Generalized Pareto Distribution
GpdDistribution
GPD Distributions for Extreme Value Theory
GevModelling
Generalized Extreme Value Modelling