Package: fExtremes
Title: Rmetrics - Modelling Extreme Events in Finance
Version: 4032.84
Authors@R: c(person("Diethelm", "Wuertz", role = "aut")
	   , person("Tobias", "Setz", role = "aut")
	   , person("Yohan", "Chalabi", role = "aut")
	   , person(given = c("Paul", "J."), family = "Northrop", 
                    role = c("cre", "ctb"), email = "p.northrop@ucl.ac.uk") )
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.
Depends: R (>= 2.15.1)
Imports: fBasics, fGarch, graphics, methods, stats, timeDate,
        timeSeries
Suggests: RUnit, tcltk
LazyData: yes
License: GPL (>= 2)
URL: https://www.rmetrics.org
BugReports: https://r-forge.r-project.org/projects/rmetrics
NeedsCompilation: no
Packaged: 2023-12-21 19:35:48 UTC; Paul
Author: Diethelm Wuertz [aut],
  Tobias Setz [aut],
  Yohan Chalabi [aut],
  Paul J. Northrop [cre, ctb]
Maintainer: Paul J. Northrop <p.northrop@ucl.ac.uk>
Repository: CRAN
Date/Publication: 2023-12-21 22:40:06 UTC
Built: R 4.6.0; ; 2026-04-28 01:15:28 UTC; unix
