fExtremes: Rmetrics - Extreme Financial Market Data

Environment for teaching "Financial Engineering and Computational Finance"

Version: 3010.81
Depends: R (≥ 2.4.0), timeDate, timeSeries, fBasics, fGarch, fTrading
Imports: methods
Suggests: RUnit, tcltk
Published: 2013-12-17
Author: Diethelm Wuertz and many others, see the SOURCE file
Maintainer: Yohan Chalabi <yohan.chalabi at rmetrics.org>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
URL: http://www.rmetrics.org
NeedsCompilation: no
Materials: ChangeLog
In views: Distributions, ExtremeValue, Finance
CRAN checks: fExtremes results

Downloads:

Reference manual: fExtremes.pdf
Package source: fExtremes_3010.81.tar.gz
Windows binaries: r-devel: fExtremes_3010.81.zip, r-release: fExtremes_3010.81.zip, r-oldrel: fExtremes_3010.81.zip
OS X El Capitan binaries: r-release: fExtremes_3010.81.tgz
OS X Mavericks binaries: r-oldrel: fExtremes_3010.81.tgz
Old sources: fExtremes archive

Reverse dependencies:

Reverse depends: AssocTests
Reverse imports: CompDist, extremeStat, GEVStableGarch, ldstatsHD

Linking:

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