exchange

The <code>exchange</code> data frame has 975 rows and 2 columns.
  The columns contain daily exchange rates; UK sterling
  against the US dollar (first column) and UK sterling
  against the Canadian dollar (second column).
  The rownames contain the corresponding dates in a character
  string with the format <code>"2000/05/26"</code>. This can be
  converted into a <code>POSIXct</code> or <code>POSIXlt</code> object
  using <code><a href="/link/as.POSIXct?package=ismev&version=1.3" rd-options="" data-mini-rdoc="ismev::as.POSIXct">as.POSIXct</a></code> or <code><a href="/link/as.POSIXlt?package=ismev&version=1.3" rd-options="" data-mini-rdoc="ismev::as.POSIXlt">as.POSIXlt</a></code>.

datasets

Functions to support the computations carried out in
  `An Introduction to Statistical Modeling of Extreme Values' by
  Stuart Coles. The functions may be divided into the following 
  groups; maxima/minima, order statistics, peaks over thresholds
  and point processes.  

Eric Gilleland

ismev

An Introduction to Statistical Modeling of Extreme Values

exchange function

Coles, S. G. (2001)
  <em>An Introduction to Statistical Modelling of
    Extreme Values.</em> London: Springer.

exchange: UK/US and UK/Canada Exchange Rates

Description

Usage

Arguments

source