| Name : R-fExtremes
| |
| Version : 4032.84
| Vendor : obs://build_opensuse_org/devel:languages:R
|
| Release : lp153.1.4
| Date : 2024-06-14 11:17:07
|
| Group : Development/Libraries/Other
| Source RPM : R-fExtremes-4032.84-lp153.1.4.src.rpm
|
| Size : 0.65 MB
| |
| Packager : (none)
| |
| Summary : Rmetrics - Modelling Extreme Events in Finance
|
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.
|
RPM found in directory: /packages/linux-pbone/ftp5.gwdg.de/pub/opensuse/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Leap_15.3/x86_64 |
