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 |