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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
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
1,328
Version
240.10068
License
GPL Version 2 or later
Maintainer
Diethelm Wuertz
Functions in fExtremes (240.10068)
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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