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

Files in this package

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

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