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fExtremes (version 240.10067)
Rmetrics - Extreme Financial Market Data
Description
Environment 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
1,298
Version
240.10067
License
GPL Version 2 or later
Maintainer
Diethelm Wuertz
Functions in fExtremes (240.10067)
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evirBuiltin
evir Builtin Functions
ExtremesTools
fExtremes Tools
PotFit
Modelling Peaks Over a Threshold
GevGlmFit
Modelling the GEV Distribution including GLM
GpdDistribution
GPD Distributions for Extreme Value Theory
GpdGlmFit
Modelling the GPD Distribution including GLM
RlargFit
Modelling the Order Statistic Model
GevModelling
Generalized Extreme Value Modelling
ExtremeIndexPlots
Extremal Index Estimation
GpdFit
Modelling the Generalized Pareto Distribution
PPFit
Modelling Point Processes
ExtremesData
Explorative Data Analysis