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| Rsafd-package | Functions and Data for the book Statistical Analysis of Financial Data in S-Plus |
| AFT.mat | Matrix of Afternoon High Frequency S&P Indices |
| BASKETBALL | Basketball data |
| bb1.copula | Different copula classes |
| bb2.copula | Different copula classes |
| bb3.copula | Different copula classes |
| bb4.copula | Different copula classes |
| bb5.copula | Different copula classes |
| bb6.copula | Different copula classes |
| bb7.copula | Different copula classes |
| BCofLRet | Coffee log-returns |
| block.max | BLOCK MAXIMA ESTIMATION |
| CCofLRet | Coffee log-returns |
| CORNTEMP | Corn and Temperature Data |
| CRUDE | Price of future contracts of crude oil |
| dgev | GENERALIZED EXTREME VALUE DISTRIBUTION |
| dmvnorm | Multivariate Normal (Gaussian) distribution |
| DUKE.index | Utilities Indexes |
| eda.shape | Empirical Data Analysis |
| ENRON.index | Utilities Indexes |
| fit.copula | Maximum Likelihood Fit of a Copula |
| frank.copula | Different copula classes |
| FRWRD | Natural gas forward contracts |
| galambos.copula | Different copula classes |
| GermanB041700 | German Treasury Bonds |
| gev | GENERALIZED EXTREME VALUE DISTRIBUTION |
| GEYSER | ~~ data name/kind ... ~~ |
| gpd.1p | CUMULATIVE DISTRIBUTION AND QNTILE FUNCTIONS OF A GPD OBJECT |
| gpd.1q | CUMULATIVE DISTRIBUTION AND QNTILE FUNCTIONS OF A GPD OBJECT |
| gpd.2p | CUMULATIVE DISTRIBUTION AND QNTILE FUNCTIONS OF A GPD OBJECT |
| gpd.2q | CUMULATIVE DISTRIBUTION AND QNTILE FUNCTIONS OF A GPD OBJECT |
| gpd.cdf | CUMULATIVE DISTRIBUTION AND QNTILE FUNCTIONS OF A GPD OBJECT |
| gpd.tail | POT ESTIMATION OF A GENERALIZED PARETO DISTRIBUTION |
| gumbel.copula | Different copula classes |
| hills | Hill races |
| husler.reiss.copula | Different copula classes |
| joe.copula | Different copula classes |
| Kendalls.tau | Compute Kendall's Tau |
| kimeldorf.sampson.copula | Different copula classes |
| kreg | Kernel Regression |
| MORN.mat | Matrix of Morning High Frequency S&P Indices |
| normal.copula | Different copula classes |
| normal.mix.copula | Different copula classes |
| pgev | GENERALIZED EXTREME VALUE DISTRIBUTION |
| pmvnorm | Multivariate Normal (Gaussian) distribution |
| qgev | GENERALIZED EXTREME VALUE DISTRIBUTION |
| rgev | GENERALIZED EXTREME VALUE DISTRIBUTION |
| rmvnorm | Multivariate Normal (Gaussian) distribution |
| Rsafd | Functions and Data for the book Statistical Analysis of Financial Data in S-Plus |
| shape.plot | ESTIMATE OF XI AS FUNCTION OF THE THRESHOLD |
| Spearmans.rho | Compute Spearman's Rho |
| tailplot | GENERALIZED EXTREME VALUE DISTRIBUTION |
| tawn.copula | Different copula classes |
| TSTSP | ~~ data name/kind ... ~~ |
| us.bis.yield | US yield data |
| UTIL.index | Utilities Indexes |
| vw | VW_Intraday data |