Rsafd: Statistical Analysis of Financial Data in R

This package was developed for the book 'Statistical Analysis of Financial Data in R'. It provides the functions and the data sets used in the book...

AuthorRene Carmona <rcarmona@princeton.edu>
Date of publication2014-01-17 18:39:23
MaintainerPaul Hofmarcher <paul.hofmarcher@wu.ac.at>
LicenseGPL-2
Version1.2

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Files in this package

Rsafd/DESCRIPTION
Rsafd/NAMESPACE
Rsafd/R
Rsafd/R/Copulas.R Rsafd/R/MultivariateFuncs.R Rsafd/R/Regression.R Rsafd/R/VaR.exp.portf.R Rsafd/R/VaR.exp.sim.R Rsafd/R/abscor.R Rsafd/R/axcor.R Rsafd/R/begday.R Rsafd/R/bivd.R Rsafd/R/bns.R Rsafd/R/bscall.R Rsafd/R/der.R Rsafd/R/dgev.R Rsafd/R/dgpd.R Rsafd/R/dmvnorm.R Rsafd/R/eda.shape.R Rsafd/R/empirical.copula.R Rsafd/R/estimate.mix.gev.R Rsafd/R/fit.copula.R Rsafd/R/fns.R Rsafd/R/gev.lmom.R Rsafd/R/gev.ml.R Rsafd/R/gpd.1p.R Rsafd/R/gpd.1q.R Rsafd/R/gpd.2p.R Rsafd/R/gpd.2q.R Rsafd/R/gpd.lmom.R Rsafd/R/gpd.ml.R Rsafd/R/gpd.tail.R Rsafd/R/gpdjoint.1p.R Rsafd/R/gpdjoint.2p.R Rsafd/R/htd.R Rsafd/R/kalman.R Rsafd/R/kdest.R Rsafd/R/kreg.R Rsafd/R/l1fit.R Rsafd/R/localvar.R Rsafd/R/makedate.R Rsafd/R/noon.R Rsafd/R/p2Dnorm.R Rsafd/R/pgev.R Rsafd/R/pgpd.R Rsafd/R/plot.gpd.R Rsafd/R/ploting.position.estimator.LMOM.R Rsafd/R/pmvnorm.R Rsafd/R/qgev.R Rsafd/R/qgpd.R Rsafd/R/qqexp.R Rsafd/R/readindex.R Rsafd/R/rgev.R Rsafd/R/rgpd.R Rsafd/R/sample.LMOM.R Rsafd/R/shape.plot.R Rsafd/R/squarecor.R Rsafd/R/sstl.R Rsafd/R/tailplot.R Rsafd/R/ts.R Rsafd/R/yns.R Rsafd/R/zzz.R
Rsafd/data
Rsafd/data/AFT.mat.rda
Rsafd/data/BASKETBALL.rda
Rsafd/data/BCofLRet.rda
Rsafd/data/CCofLRet.rda
Rsafd/data/CORNTEMP.rda
Rsafd/data/CRUDE.rda
Rsafd/data/DSP.rda
Rsafd/data/DSP500.rda
Rsafd/data/DSPLR.rda
Rsafd/data/DUKE.index.rda
Rsafd/data/DUKE.wer.rda
Rsafd/data/DUKE1.wer.rda
Rsafd/data/DUKE2.wer.rda
Rsafd/data/DukeLR.rda
Rsafd/data/ENRON.index.rda
Rsafd/data/FRWRD.rda
Rsafd/data/GEYSER.rda
Rsafd/data/GermanB041700.rda
Rsafd/data/HOWAREYOU.rda
Rsafd/data/IBM.rda
Rsafd/data/INT.YIELD.rda
Rsafd/data/LIFE.rda
Rsafd/data/M.wer.rda
Rsafd/data/M1.wer.rda
Rsafd/data/M2.wer.rda
Rsafd/data/MID1.rda
Rsafd/data/MIND.rda
Rsafd/data/MORN.mat.rda
Rsafd/data/MSP.rda
Rsafd/data/PCS.rda
Rsafd/data/PPRICE.rda
Rsafd/data/PSPOT.rda
Rsafd/data/ROCK.rda
Rsafd/data/SHAPE.XI.rda
Rsafd/data/SHIP.rda
Rsafd/data/SMORN.mat.rda
Rsafd/data/STRENGTH.rda
Rsafd/data/SUBSP.rda
Rsafd/data/TC.rda
Rsafd/data/TRGSP.rda
Rsafd/data/TRGSP2000.rda
Rsafd/data/TSTSP.rda
Rsafd/data/TSTSP2000.rda
Rsafd/data/USBN041700.rda
Rsafd/data/UTIL.index.rda
Rsafd/data/UTILITIES.rda
Rsafd/data/VINEYARD.rda
Rsafd/data/WSP.rda
Rsafd/data/WSPLRet.rda
Rsafd/data/datalist
Rsafd/data/ethanol.rda
Rsafd/data/hills.rda
Rsafd/data/swap.rda
Rsafd/data/us.bis.yield.rda
Rsafd/data/vw.rda
Rsafd/data/y4nls1.rda
Rsafd/data/y4nls2.rda
Rsafd/man
Rsafd/man/AFT.mat.Rd Rsafd/man/BASKETBALL.Rd Rsafd/man/BCofLRet.Rd Rsafd/man/CORNTEMP.Rd Rsafd/man/CRUDE.Rd Rsafd/man/FRWRD.Rd Rsafd/man/GEYSER.Rd Rsafd/man/GermanB041700.Rd Rsafd/man/Kendalls.tau.Rd Rsafd/man/MORN.mat.Rd Rsafd/man/Rsafd-package.Rd Rsafd/man/Spearmans.rho.Rd Rsafd/man/TSTSP.Rd Rsafd/man/UTIL.index.Rd Rsafd/man/VW.Rd Rsafd/man/block.max.Rd Rsafd/man/dmvnorm.Rd Rsafd/man/eda.shape.Rd Rsafd/man/empirical.copula.Rd Rsafd/man/fit.copula.Rd Rsafd/man/gev.Rd Rsafd/man/gpd.1p.Rd Rsafd/man/gpd.tail.Rd Rsafd/man/hills.Rd Rsafd/man/kreg.Rd Rsafd/man/shape.plot.Rd Rsafd/man/tailplot.Rd Rsafd/man/us.bis.yield.Rd
Rsafd/src
Rsafd/src/Array.h
Rsafd/src/empirfunc.cpp
Rsafd/src/kreg.cpp
Rsafd/test

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