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fExtremes (version 240.10068)

Rmetrics - Extreme Financial Market Data

Description

Environment for teaching "Financial Engineering and Computational Finance"

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Version

Install

install.packages('fExtremes')

Monthly Downloads

1,068

Version

240.10068

License

GPL Version 2 or later

Maintainer

Diethelm Wuertz

Last Published

December 22nd, 2023

Functions in fExtremes (240.10068)

GpdDistribution

GPD Distributions for Extreme Value Theory
PotFit

Modelling Peaks Over a Threshold
ExtremesData

Explorative Data Analysis
ExtremeIndexPlots

Extremal Index Estimation
RlargFit

Modelling the Order Statistic Model
PPFit

Modelling Point Processes
GevModelling

Generalized Extreme Value Modelling
GevGlmFit

Modelling the GEV Distribution including GLM
evirBuiltin

evir Builtin Functions
GpdGlmFit

Modelling the GPD Distribution including GLM
GpdFit

Modelling the Generalized Pareto Distribution
ExtremesTools

fExtremes Tools