Other packages > Find by keyword >

fExtremes  

Rmetrics - Modelling Extreme Events in Finance
View on CRAN: Click here


Download and install fExtremes package within the R console
Install from CRAN:
install.packages("fExtremes")

Install from Github:
library("remotes")
install_github("cran/fExtremes")

Install by package version:
library("remotes")
install_version("fExtremes", "4032.84")



Attach the package and use:
library("fExtremes")
Maintained by
Paul J. Northrop
[Scholar Profile | Author Map]
First Published: 2004-07-04
Latest Update: 2023-12-21
Description:
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 extreme index.
How to cite:
Paul J. Northrop (2004). fExtremes: Rmetrics - Modelling Extreme Events in Finance. R package version 4032.84, https://cran.r-project.org/web/packages/fExtremes. Accessed 29 Mar. 2025.
Previous versions and publish date:
191.10057 (2004-07-04 16:23), 200.10058 (2004-10-13 14:20), 201.10059 (2005-04-20 10:05), 201.10060 (2005-05-18 17:45), 220.10063 (2005-11-02 22:40), 221.10065 (2006-02-22 09:40), 240.10067 (2006-10-13 13:14), 240.10068 (2006-10-22 21:07), 251.70 (2007-07-10 11:22), 260.71 (2007-10-02 13:18), 260.72 (2007-10-08 21:57), 260.73 (2008-06-20 10:59), 270.74 (2008-10-23 18:53), 270.75 (2008-10-27 20:44), 290.76 (2009-04-16 09:00), 2100.77 (2012-10-29 08:58), 2160.78 (2012-11-30 11:09), 2160.79 (2013-04-03 01:00), 3010.80 (2013-05-01 07:42), 3010.81 (2013-12-17 23:16), 3042.82 (2017-11-17 09:38), 4021.83 (2022-08-06 16:10)
Other packages that cited fExtremes R package
View fExtremes citation profile
Other R packages that fExtremes depends, imports, suggests or enhances
Complete documentation for fExtremes
Downloads during the last 30 days
02/2702/2803/0103/0203/0303/0403/0503/0603/0703/0803/0903/1003/1103/1203/1303/1403/1503/1603/1703/1803/1903/2003/2103/2203/2303/2403/2503/2603/2703/28Downloads for fExtremes1020304050607080TrendBars

Today's Hot Picks in Authors and Packages

quickcode  
Quick and Essential 'R' Tricks for Better Scripts
The NOT functions, 'R' tricks and a compilation of some simple quick plus often used 'R' codes to im ...
Download / Learn more Package Citations See dependency  
gglgbtq  
Show Pride on 'ggplot2' Plots
Provides multiple palettes based on pride flags with tailored themes. ...
Download / Learn more Package Citations See dependency  
landmix  
Landmark Prediction for Mixture Data
Non-parametric prediction of survival outcomes for mixture data that incorporates covariates and a l ...
Download / Learn more Package Citations See dependency  

23,842

R Packages

207,311

Dependencies

64,420

Author Associations

23,781

Publication Badges

© Copyright since 2022. All right reserved, rpkg.net.  Based in Cambridge, Massachusetts, USA