ExtremeRisks
Extreme Risk Measures

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Functions
111
Source code
5
Man pages
21
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ExtremeRisks: Extreme Risk Measures
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API for ExtremeRisks
Extreme Risk Measures

Global functions
DHVar Source code Source code
EBTailIndex Man page Source code Source code
EBmarExpShortF Source code Source code
ExpectMES Man page Source code
HTailIndex Man page Source code Source code
HypoTesting Man page
MLTailIndex Man page Source code Source code
Mka Source code Source code
MomTailIndex Man page Source code Source code
MultiHTailIndex Man page Source code
QBmarExpShortF Source code Source code
QuantMES Man page Source code
Rka Source code Source code
Ska Source code Source code
acostfun Source code
biasTerm Source code Source code
costfun Source code Source code
devcontrib Source code Source code
dowjones Man page Man page
ellipse Source code
ellipsoid Source code
empPairCov Source code
empTailProb Source code
estAsymCov Source code
estCovExpInt Source code
estExpectileVar Source code Source code
estExpectiles Man page Source code Source code
estExtLevel Man page Source code Source code
estHillVar Source code Source code
estMultiExpectVar Source code
estMultiExpectiles Man page
estPairCovExpInt Source code
estPairETC Source code
estPairLeftETC Source code
estPairRightETC Source code
etafun Source code Source code
expect_armax_ts Source code
expect_dfrec_ts Source code
expect_dpareto_ts Source code
expect_frec_iid Source code
expect_garch_ts Source code
expect_gpd_iid Source code
expect_par_iid Source code
expect_std_iid Source code
expect_std_ts Source code
expectiles Man page Source code
extMultiQuantile Man page
extQuantile Man page Source code Source code
gpdcostfun Source code
intEmpTailCopula Source code
intLeftEmpTailCopula Source code
intRightEmpTailCopula Source code
isInsideEllipse Source code
numexceed Source code Source code
pacostfun Source code
pllik Source code Source code
pmean Source code
predExpectiles Man page Source code Source code
predMultiExpectVar Source code
predMultiExpectiles Man page
rbtimeseries Man page Source code
rdoublefrechet Source code
rdoublepareto Source code
rmcopdoublefrechet Source code
rmcopdoublepareto Source code
rmcopfrechet Source code
rmdata Man page Source code
rmdoublepareto Source code
rtimeseries Man page Source code
sacostfun Source code
sp500 Man page Man page
varfun Source code
ExtremeRisks documentation built on Aug. 20, 2020, 3 p.m.

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