API for fExtremes
Rmetrics - Modelling Extreme Events in Finance

Global functions
.depd Man page Source code
.devd Man page Source code
.emaTA Man page
.garch11MetricsPlot Man page Source code
.gev1Plot Man page Source code
.gev2Plot Man page Source code
.gev3Plot Man page Source code
.gev4Plot Man page Source code
.gevFit Man page Source code
.gevLLH Man page Source code
.gevmleFit Man page Source code
.gevpwmFit Man page Source code
.gevrlevelLLH Man page Source code
.gpd1Plot Man page Source code
.gpd2Plot Man page Source code
.gpd3Plot Man page Source code
.gpd4Plot Man page Source code
.gpdLLH Man page Source code
.gpdmleFit Man page
.gpdmleFitCheck Man page Source code
.gpdpwmFit Man page
.gpdpwmFitCheck Man page Source code
.gumLLH Man page Source code
.gummleFit Man page Source code
.gumpwmFit Man page Source code
.meanExcessPlot Man page Source code
.onAttach Source code
.pepd Man page Source code
.pevd Man page Source code
.qepd Man page Source code
.qevd Man page Source code
.repd Man page Source code
.revd Man page Source code
.riskMetricsPlot Man page Source code
.tailSlider.Thresholds Man page
.tailSlider.conf Man page
.tailSlider.counter Man page
.tailSlider.last.Quantile Man page
.tailSlider.last.nThresholds Man page
.tailSlider.param Man page
CVaR Man page Source code
DataPreprocessing Man page
ExtremeIndex Man page
ExtremesData Man page
GevDistribution Man page
GevMdaEstimation Man page
GevModelling Man page
GevRisk Man page
GpdDistribution Man page
GpdModelling Man page
TimeSeriesData Man page
VaR Man page Source code
ValueAtRisk Man page
blockMaxima Man page
blockTheta Man page
bmwRet Man page
clusterTheta Man page
danishClaims Man page
deCluster Man page Source code
dgev Man page Source code
dgpd Man page Source code
emdPlot Man page Source code
exindexPlot Man page Source code
exindexesPlot Man page
fExtremes Man page
fExtremes-internal Man page
fExtremes-package Man page
fGEVFIT Man page
fGEVFIT-class Man page
fGPDFIT Man page
fGPDFIT-class Man page
fTHETA Man page
fTHETA-class Man page
ferrosegersTheta Man page
findThreshold Man page Source code
gevFit Man page Source code
gevMoments Man page Source code
gevSim Man page Source code
gevSlider Man page Source code
gevrlevelPlot Man page Source code
ghMeanExcessFit Man page Source code
ghtMeanExcessFit Man page Source code
gpdFit Man page Source code
gpdMoments Man page Source code
gpdQPlot Man page Source code
gpdQuantPlot Man page Source code
gpdRisk Man page
gpdRiskMeasures Man page Source code
gpdSfallPlot Man page Source code
gpdShapePlot Man page Source code
gpdSim Man page Source code Source code
gpdSlider Man page Source code
gpdTailPlot Man page Source code
gumbelFit Man page Source code
gumbelSim Man page Source code
hillPlot Man page Source code
hypMeanExcessFit Man page Source code
lilPlot Man page
mePlot Man page Source code
mrlPlot Man page Source code
msratioPlot Man page
mxfPlot Man page
nigMeanExcessFit Man page Source code
normMeanExcessFit Man page Source code
pgev Man page Source code
pgpd Man page Source code
plot.fGEVFIT Man page Source code
plot.fGPDFIT Man page Source code
pointProcess Man page Source code
qgev Man page Source code
qgpd Man page Source code
qqparetoPlot Man page Source code
recordsPlot Man page Source code
rgev Man page Source code
rgpd Man page Source code
runTheta Man page
shaparmDEHaan Man page Source code
shaparmHill Man page Source code
shaparmPickands Man page Source code
shaparmPlot Man page Source code
show,fGEVFIT-method Man page
show,fGPDFIT-method Man page
show,fTHETA-method Man page
sllnPlot Man page Source code
ssrecordsPlot Man page
summary.fGEVFIT Man page Source code
summary.fGPDFIT Man page Source code
tailPlot Man page Source code
tailRisk Man page Source code
tailSlider Man page Source code
thetaSim Man page Source code
xacfPlot Man page Source code
fExtremes documentation built on Dec. 22, 2023, 3:01 a.m.