Environment for teaching "Financial Engineering and Computational Finance"

Documentation

Manual: fExtremes.pdf
Vignette: None available.

Maintainer: Yohan Chalabi <yohan.chalabi at rmetrics.org>

Author(s): Diethelm Wuertz and many others, see the SOURCE file

Install package and any missing dependencies by running this line in your R console:

install.packages("fExtremes")

Depends R (>= 2.4.0), timeDate, timeSeries, fBasics, fGarch, fTrading
Imports methods
Suggests RUnit, tcltk
Enhances
Linking to
Reverse
depends
AssocTests
Reverse
imports
extremeStat, GEVStableGarch, ldstatsHD
Reverse
suggests
Reverse
enhances
Reverse
linking to

Package fExtremes
Materials
URL http://www.rmetrics.org
Task Views Distributions , ExtremeValue , Finance
Version 3010.81
Published 2013-12-17
License GPL (>= 2)
BugReports
SystemRequirements
NeedsCompilation no
Citation
CRAN checks fExtremes check results
Package source fExtremes_3010.81.tar.gz