fExtremes: Rmetrics - Modelling Extreme Events in Finance

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Environment for teaching "Financial Engineering and Computational Finance"

Author
Rmetrics Core Team, Yohan Chalabi [ctb], Tobias Setz [ctb], Diethelm Wuertz [aut, cre]
Date of publication
2014-11-11 10:51:41
Maintainer
Tobias Setz <tobias.setz@rmetrics.org>
License
GPL (>= 2)
Version
3010.81
URLs

View on R-Forge

Man pages

00Extremes-package
Modelling Extreme Events in Finance
data
Time Series Data Sets
DataPreprocessing
Extremes Data Preprocessing
ExtremeIndex
Extremal Index Estimation
ExtremesData
Explorative Data Analysis
GevDistribution
Generalized Extreme Value Distribution
GevMdaEstimation
Generalized Extreme Value Modelling
GevModelling
Generalized Extreme Value Modelling
GevRisk
Generalized Extreme Value Modelling
GpdDistribution
Generalized Pareto Distribution
GpdModelling
GPD Distributions for Extreme Value Theory
GpdRisk
GPD Distributions for Extreme Value Theory
ValueAtRisk
Value-at-Risk

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