Man pages for Rsafd
Statistical Analysis of Financial Data in R

AFT.matMatrix of Afternoon High Frequency S&P Indices
BASKETBALLBasketball data
BCofLRetCoffee log-returns
block.maxBLOCK MAXIMA ESTIMATION
CORNTEMPCorn and Temperature Data
CRUDEPrice of future contracts of crude oil
dmvnormMultivariate Normal (Gaussian) distribution
eda.shapeEmpirical Data Analysis
empirical.copulaDifferent copula classes
fit.copulaMaximum Likelihood Fit of a Copula
FRWRDNatural gas forward contracts
GermanB041700German Treasury Bonds
gevGENERALIZED EXTREME VALUE DISTRIBUTION
GEYSER~~ data name/kind ... ~~
gpd.1pCUMULATIVE DISTRIBUTION AND QNTILE FUNCTIONS OF A GPD OBJECT
gpd.tailPOT ESTIMATION OF A GENERALIZED PARETO DISTRIBUTION
hillsHill races
Kendalls.tauCompute Kendall's Tau
kregKernel Regression
MORN.matMatrix of Morning High Frequency S&P Indices
Rsafd-packageFunctions and Data for the book Statistical Analysis of...
shape.plotESTIMATE OF XI AS FUNCTION OF THE THRESHOLD
Spearmans.rhoCompute Spearman's Rho
tailplotGENERALIZED EXTREME VALUE DISTRIBUTION
TSTSP~~ data name/kind ... ~~
us.bis.yieldUS yield data
UTIL.indexUtilities Indexes
VWVW_Intraday data
Rsafd documentation built on May 2, 2019, 5:20 p.m.