Man pages for fExtremes
Rmetrics - Modelling Extreme Events in Finance

00Extremes-packageModelling Extreme Events in Finance
dataTime Series Data Sets
DataPreprocessingExtremes Data Preprocessing
ExtremeIndexExtremal Index Estimation
ExtremesDataExplorative Data Analysis
GevDistributionGeneralized Extreme Value Distribution
GevMdaEstimationGeneralized Extreme Value Modelling
GevModellingGeneralized Extreme Value Modelling
GevRiskGeneralized Extreme Value Modelling
GpdDistributionGeneralized Pareto Distribution
GpdModellingGPD Distributions for Extreme Value Theory
GpdRiskGPD Distributions for Extreme Value Theory
ValueAtRiskValue-at-Risk
fExtremes documentation built on Aug. 6, 2022, 5:05 p.m.