Rmetrics - Modelling Extreme Events in Finance R package fExtremes version 4032.84 CRAN Task View: Distributions (https://CRAN.R-project.org/view=Distributions) CRAN Task View: ExtremeValue (https://CRAN.R-project.org/view=ExtremeValue) CRAN Task View: Finance (https://CRAN.R-project.org/view=Finance) 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. Software Depends: R (>= 2.15.1) Imports: fBasics, fGarch, graphics, methods, stats, timeDate, timeSeries Suggests: RUnit, tcltk Paul J. Northrop <p.northrop@ucl.ac.uk> Comprehensive R Archive Network (CRAN) Diethelm Wuertz [aut], Tobias Setz [aut], Yohan Chalabi [aut], Paul J. Northrop [cre, ctb] GPL (>= 2) 2023-12-21 application/tgz https://CRAN.R-project.org/package=fExtremes doi:10.32614/CRAN.package.fExtremes