fExtremes: Rmetrics - Modelling Extreme Events in Finance

Environment for teaching "Financial Engineering and Computational Finance"

AuthorRmetrics Core Team, Yohan Chalabi [ctb], Tobias Setz [ctb], Diethelm Wuertz [aut, cre]
Date of publication2014-11-11 10:51:41
MaintainerTobias Setz <tobias.setz@rmetrics.org>
LicenseGPL (>= 2)
Version3010.81
http://www.rmetrics.org

View on R-Forge

Functions

blockMaxima Man page
blockTheta Man page
bmwRet Man page
clusterTheta Man page
CVaR Man page
danishClaims Man page
DataPreprocessing Man page
deCluster Man page
dgev Man page
dgpd Man page
emdPlot Man page
exindexesPlot Man page
exindexPlot Man page
ExtremeIndex Man page
ExtremesData Man page
ferrosegersTheta Man page
fExtremes Man page
fExtremes-package Man page
fGEVFIT Man page
fGEVFIT-class Man page
fGPDFIT Man page
fGPDFIT-class Man page
findThreshold Man page
fTHETA Man page
fTHETA-class Man page
GevDistribution Man page
gevFit Man page
GevMdaEstimation Man page
GevModelling Man page
gevMoments Man page
GevRisk Man page
gevrlevelPlot Man page
gevSim Man page
gevSlider Man page
ghMeanExcessFit Man page
ghtMeanExcessFit Man page
GpdDistribution Man page
gpdFit Man page
GpdModelling Man page
gpdMoments Man page
gpdQPlot Man page
gpdQuantPlot Man page
gpdRisk Man page
gpdRiskMeasures Man page
gpdSfallPlot Man page
gpdShapePlot Man page
gpdSim Man page
gpdSlider Man page
gpdTailPlot Man page
gumbelFit Man page
gumbelSim Man page
hillPlot Man page
hypMeanExcessFit Man page
lilPlot Man page
mePlot Man page
mrlPlot Man page
msratioPlot Man page
mxfPlot Man page
nigMeanExcessFit Man page
normMeanExcessFit Man page
pgev Man page
pgpd Man page
plot.fGEVFIT Man page
plot.fGPDFIT Man page
pointProcess Man page
qgev Man page
qgpd Man page
qqparetoPlot Man page
recordsPlot Man page
rgev Man page
rgpd Man page
runTheta Man page
shaparmDEHaan Man page
shaparmHill Man page
shaparmPickands Man page
shaparmPlot Man page
show,fGEVFIT-method Man page
show,fGPDFIT-method Man page
show,fTHETA-method Man page
sllnPlot Man page
ssrecordsPlot Man page
summary.fGEVFIT Man page
summary.fGPDFIT Man page
tailPlot Man page
tailRisk Man page
tailSlider Man page
thetaSim Man page
TimeSeriesData Man page
ValueAtRisk Man page
VaR Man page
xacfPlot Man page

Files

fExtremes/ChangeLog
fExtremes/DESCRIPTION
fExtremes/NAMESPACE
fExtremes/R
fExtremes/R/DataPreprocessing.R fExtremes/R/ExtremeIndex.R fExtremes/R/ExtremesData.R fExtremes/R/GevDistribution.R fExtremes/R/GevFit.R fExtremes/R/GevMdaEstimation.R fExtremes/R/GevPrintPlotSummary.R fExtremes/R/GevRisk.R fExtremes/R/GevSim.R fExtremes/R/GpdDistribution.R fExtremes/R/GpdFit.R fExtremes/R/GpdPlot.R fExtremes/R/GpdRisk.R fExtremes/R/GpdShow.R fExtremes/R/GpdSim.R fExtremes/R/GpdSow.R fExtremes/R/GpdSummary.R fExtremes/R/MeanExcessFit.R fExtremes/R/ValueAtRisk.R fExtremes/R/meanExcessPlot.R fExtremes/R/metrics.R fExtremes/R/zzz.R
fExtremes/data
fExtremes/data/bmwRet.csv.gz
fExtremes/data/danishClaims.csv.gz
fExtremes/inst
fExtremes/inst/COPYRIGHT.html
fExtremes/inst/unitTests
fExtremes/inst/unitTests/Makefile
fExtremes/inst/unitTests/runTests.R
fExtremes/inst/unitTests/runit.DataPreprocessing.R
fExtremes/inst/unitTests/runit.ExtremeIndex.R
fExtremes/inst/unitTests/runit.ExtremesData.R
fExtremes/inst/unitTests/runit.GevDistribution.R
fExtremes/inst/unitTests/runit.GevMdaEstimation.R
fExtremes/inst/unitTests/runit.GevModelling.R
fExtremes/inst/unitTests/runit.GevRisk.R
fExtremes/inst/unitTests/runit.GpdDistribution.R
fExtremes/inst/unitTests/runit.GpdModelling.R
fExtremes/inst/unitTests/runit.GpdRisk.R
fExtremes/man
fExtremes/man/00Extremes-package.Rd fExtremes/man/DataPreprocessing.Rd fExtremes/man/ExtremeIndex.Rd fExtremes/man/ExtremesData.Rd fExtremes/man/GevDistribution.Rd fExtremes/man/GevMdaEstimation.Rd fExtremes/man/GevModelling.Rd fExtremes/man/GevRisk.Rd fExtremes/man/GpdDistribution.Rd fExtremes/man/GpdModelling.Rd fExtremes/man/GpdRisk.Rd fExtremes/man/ValueAtRisk.Rd fExtremes/man/data.Rd
fExtremes/tests
fExtremes/tests/doRUnit.R

Questions? Problems? Suggestions? or email at ian@mutexlabs.com.

Please suggest features or report bugs with the GitHub issue tracker.

All documentation is copyright its authors; we didn't write any of that.