fExtremes
cranv4032.84Rmetrics - Modelling Extreme Events in Finance. Provides functions for analysing and modelling extreme events in financial time Series. The topics include: (i) data pre-processing, (ii) explorative data analysis, (iii) peak over threshold modelling, (iv) block maxima modelling, (v) estimation of VaR and CVaR, and (vi) the computation of the extre
License GPL (>= 2)0 versions1 maintainers7 deps260 weekly dl
https://CRAN.R-project.org/package=fExtremes36
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curl https://depscope.dev/api/check/cran/fExtremesFirst published · 2023-12-22 00:57:21
Last updated · 2023-12-21T21:40:06+00:00