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fExtremes (version 251.70)
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
251.70
License
GPL Version 2 or later
Maintainer
Diethelm Wuertz
Functions in fExtremes (251.70)
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GevMdaEstimation
Generalized Extreme Value Modelling
GevDistribution
Generalized Extreme Value Distribution
GpdModelling
GPD Distributions for Extreme Value Theory
ExtremeIndex
Extremal Index Estimation
GpdDistribution
Generalized Pareto Distribution
PotModelling
Modelling Peaks Over a Threshold
ExtremesData
Explorative Data Analysis
GevModelling
Generalized Extreme Value Modelling
GevRisk
Generalized Extreme Value Modelling
gpdRisk
GPD Distributions for Extreme Value Theory
DataPreprocessing
Extremes Data Preprocessing