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 |