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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

Install

install.packages('fExtremes')

Monthly Downloads

1,068

Version

251.70

License

GPL Version 2 or later

Maintainer

Diethelm Wuertz

Last Published

December 22nd, 2023

Functions in fExtremes (251.70)

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