fExtremes: Rmetrics - Extreme Financial Market Data

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Environment for teaching "Financial Engineering and Computational Finance"

Author
Diethelm Wuertz and many others, see the SOURCE file
Date of publication
2013-12-17 23:16:44
Maintainer
Yohan Chalabi <yohan.chalabi@rmetrics.org>
License
GPL (>= 2)
Version
3010.81
URLs

View on CRAN

Man pages

data
Time Series Data Sets
DataPreprocessing
Extremes Data Preprocessing
ExtremeIndex
Extremal Index Estimation
ExtremesData
Explorative Data Analysis
GevDistribution
Generalized Extreme Value Distribution
GevMdaEstimation
Generalized Extreme Value Modelling
GevModelling
Generalized Extreme Value Modelling
GevRisk
Generalized Extreme Value Modelling
GpdDistribution
Generalized Pareto Distribution
GpdModelling
GPD Distributions for Extreme Value Theory
GpdRisk
GPD Distributions for Extreme Value Theory
ValueAtRisk
Value-at-Risk

Files in this package

fExtremes
fExtremes/inst
fExtremes/inst/COPYRIGHT.html
fExtremes/inst/unitTests
fExtremes/inst/unitTests/Makefile
fExtremes/inst/unitTests/runit.GevMdaEstimation.R
fExtremes/inst/unitTests/runit.ExtremeIndex.R
fExtremes/inst/unitTests/runit.GpdModelling.R
fExtremes/inst/unitTests/runit.GpdDistribution.R
fExtremes/inst/unitTests/runit.GevRisk.R
fExtremes/inst/unitTests/runit.DataPreprocessing.R
fExtremes/inst/unitTests/runit.GevModelling.R
fExtremes/inst/unitTests/runit.GpdRisk.R
fExtremes/inst/unitTests/runit.ExtremesData.R
fExtremes/inst/unitTests/runTests.R
fExtremes/inst/unitTests/runit.GevDistribution.R
fExtremes/tests
fExtremes/tests/doRUnit.R
fExtremes/NAMESPACE
fExtremes/data
fExtremes/data/danishClaims.csv.gz
fExtremes/data/bmwRet.csv.gz
fExtremes/R
fExtremes/R/GpdSim.R
fExtremes/R/MeanExcessFit.R
fExtremes/R/ExtremesData.R
fExtremes/R/GevRisk.R
fExtremes/R/GpdFit.R
fExtremes/R/metrics.R
fExtremes/R/GpdPlot.R
fExtremes/R/GpdRisk.R
fExtremes/R/GevDistribution.R
fExtremes/R/GpdSow.R
fExtremes/R/GevPrintPlotSummary.R
fExtremes/R/ExtremeIndex.R
fExtremes/R/GpdDistribution.R
fExtremes/R/GevSim.R
fExtremes/R/GevMdaEstimation.R
fExtremes/R/meanExcessPlot.R
fExtremes/R/GevFit.R
fExtremes/R/ValueAtRisk.R
fExtremes/R/zzz.R
fExtremes/R/DataPreprocessing.R
fExtremes/R/GpdSummary.R
fExtremes/MD5
fExtremes/DESCRIPTION
fExtremes/ChangeLog
fExtremes/man
fExtremes/man/GpdModelling.Rd
fExtremes/man/GevMdaEstimation.Rd
fExtremes/man/ValueAtRisk.Rd
fExtremes/man/DataPreprocessing.Rd
fExtremes/man/GpdDistribution.Rd
fExtremes/man/ExtremeIndex.Rd
fExtremes/man/data.Rd
fExtremes/man/GevDistribution.Rd
fExtremes/man/GpdRisk.Rd
fExtremes/man/GevRisk.Rd
fExtremes/man/GevModelling.Rd
fExtremes/man/ExtremesData.Rd