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fExtremes: Rmetrics - Modelling Extreme Events in Finance

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@paulnorthrop paulnorthrop released this 06 Aug 18:48
· 17 commits to main since this release

fExtremes 4021.83

  • New maintainer: Paul Northrop
  • Updated DESCRIPTION with links and moved timeDate, timeSeries, fBasics and fGarch from Depends: to Imports:.
  • Corrected some minor typos.
  • Added documentation in TimeSeriesData to describe the bmwRet and danishClaims datasets.

fExtremes 3042.82 and older versions

See file ChangeLog on the CRAN fExtremes page for changes before 4021.83.