exchange: UK/US and UK/Canada Exchange Rates
In ismev: An Introduction to Statistical Modeling of Extreme Values
Description
Usage
Format
Source
Description
The exchange 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 "2000/05/26". This can be
converted into a POSIXct or POSIXlt object
using as.POSIXct or as.POSIXlt.
Usage
1
Format
This data frame contains the following columns:
- USD.GBP
US against UK exchange rate.
- CAD.GBP
Canada against UK exchange rate.
Source
Coles, S. G. (2001)
An Introduction to Statistical Modelling of
Extreme Values. London: Springer.
ismev documentation built on May 1, 2019, 9:10 p.m.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
Description Usage Format Source
Description
The exchange 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 "2000/05/26". This can be
converted into a POSIXct or POSIXlt object
using as.POSIXct or as.POSIXlt.
Usage
1 |
Format
This data frame contains the following columns:
- USD.GBP
US against UK exchange rate.
- CAD.GBP
Canada against UK exchange rate.
Source
Coles, S. G. (2001) An Introduction to Statistical Modelling of Extreme Values. London: Springer.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
Embedding an R snippet on your website
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.