R: Rmetrics - Modelling Extreme Events in Finance

# Rmetrics - Modelling Extreme Events in Finance

## Documentation for package ‘fExtremes’ version 4032.84

- DESCRIPTION file
- Package NEWS
- Package README

## Help Pages

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