Rmetrics - Modelling Extreme Events in Finance
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Documentation for package ‘fExtremes’ version 4032.84
Help Pages
| fExtremes-package | Modelling Extreme Events in Finance |
| blockMaxima | Extremes Data Preprocessing |
| blockTheta | Extremal Index Estimation |
| bmwRet | Time Series Data Sets |
| clusterTheta | Extremal Index Estimation |
| CVaR | Value-at-Risk |
| danishClaims | Time Series Data Sets |
| DataPreprocessing | Extremes Data Preprocessing |
| deCluster | Extremes Data Preprocessing |
| dgev | Generalized Extreme Value Distribution |
| dgpd | Generalized Pareto Distribution |
| emdPlot | Explorative Data Analysis |
| exindexesPlot | Extremal Index Estimation |
| exindexPlot | Extremal Index Estimation |
| ExtremeIndex | Extremal Index Estimation |
| ExtremesData | Explorative Data Analysis |
| ferrosegersTheta | Extremal Index Estimation |
| fExtremes | Modelling Extreme Events in Finance |
| fGEVFIT | Generalized Extreme Value Modelling |
| fGEVFIT-class | Generalized Extreme Value Modelling |
| fGPDFIT | GPD Distributions for Extreme Value Theory |
| fGPDFIT-class | GPD Distributions for Extreme Value Theory |
| findThreshold | Extremes Data Preprocessing |
| fTHETA | Extremal Index Estimation |
| fTHETA-class | Extremal Index Estimation |
| GevDistribution | Generalized Extreme Value Distribution |
| gevFit | Generalized Extreme Value Modelling |
| GevMdaEstimation | Generalized Extreme Value Modelling |
| GevModelling | Generalized Extreme Value Modelling |
| gevMoments | Generalized Extreme Value Distribution |
| GevRisk | Generalized Extreme Value Modelling |
| gevrlevelPlot | Generalized Extreme Value Modelling |
| gevSim | Generalized Extreme Value Modelling |
| gevSlider | Generalized Extreme Value Distribution |
| ghMeanExcessFit | Explorative Data Analysis |
| ghtMeanExcessFit | Explorative Data Analysis |
| GpdDistribution | Generalized Pareto Distribution |
| gpdFit | GPD Distributions for Extreme Value Theory |
| GpdModelling | GPD Distributions for Extreme Value Theory |
| gpdMoments | Generalized Pareto Distribution |
| gpdQPlot | GPD Distributions for Extreme Value Theory |
| gpdQuantPlot | GPD Distributions for Extreme Value Theory |
| gpdRisk | GPD Distributions for Extreme Value Theory |
| gpdRiskMeasures | GPD Distributions for Extreme Value Theory |
| gpdSfallPlot | GPD Distributions for Extreme Value Theory |
| gpdShapePlot | GPD Distributions for Extreme Value Theory |
| gpdSim | GPD Distributions for Extreme Value Theory |
| gpdSlider | Generalized Pareto Distribution |
| gpdTailPlot | GPD Distributions for Extreme Value Theory |
| gumbelFit | Generalized Extreme Value Modelling |
| gumbelSim | Generalized Extreme Value Modelling |
| hillPlot | Generalized Extreme Value Modelling |
| hypMeanExcessFit | Explorative Data Analysis |
| lilPlot | Explorative Data Analysis |
| mePlot | Explorative Data Analysis |
| mrlPlot | Explorative Data Analysis |
| msratioPlot | Explorative Data Analysis |
| mxfPlot | Explorative Data Analysis |
| nigMeanExcessFit | Explorative Data Analysis |
| normMeanExcessFit | Explorative Data Analysis |
| pgev | Generalized Extreme Value Distribution |
| pgpd | Generalized Pareto Distribution |
| plot.fGEVFIT | Generalized Extreme Value Modelling |
| plot.fGPDFIT | GPD Distributions for Extreme Value Theory |
| pointProcess | Extremes Data Preprocessing |
| qgev | Generalized Extreme Value Distribution |
| qgpd | Generalized Pareto Distribution |
| qqparetoPlot | Explorative Data Analysis |
| recordsPlot | Explorative Data Analysis |
| rgev | Generalized Extreme Value Distribution |
| rgpd | Generalized Pareto Distribution |
| runTheta | Extremal Index Estimation |
| shaparmDEHaan | Generalized Extreme Value Modelling |
| shaparmHill | Generalized Extreme Value Modelling |
| shaparmPickands | Generalized Extreme Value Modelling |
| shaparmPlot | Generalized Extreme Value Modelling |
| show-method | Extremal Index Estimation |
| show-method | Generalized Extreme Value Modelling |
| show-method | GPD Distributions for Extreme Value Theory |
| sllnPlot | Explorative Data Analysis |
| ssrecordsPlot | Explorative Data Analysis |
| summary.fGEVFIT | Generalized Extreme Value Modelling |
| summary.fGPDFIT | GPD Distributions for Extreme Value Theory |
| tailPlot | GPD Distributions for Extreme Value Theory |
| tailRisk | GPD Distributions for Extreme Value Theory |
| tailSlider | GPD Distributions for Extreme Value Theory |
| thetaSim | Extremal Index Estimation |
| TimeSeriesData | Time Series Data Sets |
| ValueAtRisk | Value-at-Risk |
| VaR | Value-at-Risk |
| xacfPlot | Explorative Data Analysis |