fExtremes

cranv4032.84

Rmetrics - 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=fExtremes
36
/ 100
Health
use with caution

[email protected] low health (36/100) — consider alternatives

  • Low health score (36/100)
Health breakdown0 – 100
0/25
maintenance
3/20
popularity
25/25
security
6/15
maturity
2/15
community
Vulnerabilities
0
none known

Health History

Dependency Tree

License Audit

API access

Get this data programmatically — free, no authentication.

curl https://depscope.dev/api/check/cran/fExtremes

First published · 2023-12-22 00:57:21

Last updated · 2023-12-21T21:40:06+00:00