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 (>= 4031.90), 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
Repository: https://r-forge.r-universe.dev
Date/Publication: 2026-02-21 23:23:40 UTC
RemoteUrl: https://github.com/r-forge/rmetrics
RemoteRef: HEAD
RemoteSha: d8bc4aeb583742e52170b581b908108e0282bf7b
RemoteSubdir: pkg/fExtremes
NeedsCompilation: no
Packaged: 2026-05-28 06:39:07 UTC; root
Author: Diethelm Wuertz [aut],
  Tobias Setz [aut],
  Yohan Chalabi [aut],
  Paul J. Northrop [cre, ctb]
Maintainer: Paul J. Northrop <p.northrop@ucl.ac.uk>