R Graphical Manual

Last data update: 2014.03.03

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R Release (3.2.3)
CranContrib
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Results 1 - 10 of 29 found.
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Pconstruct (Package: QRM) :

This function converts a vector of values representing the terms of a lower triangular matrix A with ones on the diagonal and returns the correlation matrix corresponding to the covariance matrix AA' (see page 235 in QRM).

● Data Source: CranContrib
● Keywords: array
● Alias: Pconstruct
● 0 images

eigenmeth (Package: QRM) :

The function adjusts a negative definite symmetric matrix to make it positive definite.

● Data Source: CranContrib
● Keywords: array
● Alias: eigenmeth
● 0 images

game (Package: QRM) : Smooth Parameter Estimation and Bootstrapping of Generalized Pareto Distributions

gamGPDfit() fits the parameters of a generalized Pareto distribution (GPD) depending on covariates in a non- or semiparametric way.

● Data Source: CranContrib
● Keywords: distribution, generalized Pareto distribution, multivariate
● Alias: gamGPDboot, gamGPDfit
● 1 images

POT (Package: QRM) :

Functions for fitting, analysing and risk measures according to POT/GPD

● Data Source: CranContrib
● Keywords: distributions
● Alias: MEplot, POT, RiskMeasures, findthreshold, fit.GPD, hill, hillPlot, plotFittedGPDvsEmpiricalExcesses, plotTail, showRM, xiplot
● 13 images

QRM-defunct (Package: QRM) : Defunct Functions in Package QRM

The functions listed below which were contained in the package QRMlib are now defunct. The user is referred to the suggested functions as an alternative.

● Data Source: CranContrib
● Keywords: data
● Alias: ConvertDFToTimeSeries, CovToCor, QRM-defunct, aggregateMonthlySeries, aggregateQuarterlySeries, aggregateSignalSeries, aggregateWeeklySeries, besselM3, fit.Archcopula2d, fit.GPDb, fit.tcopula.rank, hessb, kurtosisSPlus, lbeta, mk.returns, plotMultiTS, psifunc, signalSeries, symmetrize
● 0 images

equicorr (Package: QRM) :

Construction of an equal correlation matrix

● Data Source: CranContrib
● Keywords: array
● Alias: equicorr
● 2 images

CopulaGauss (Package: QRM) :

Functions for evaluating the Gauss copula, generating random variates and fitting.

● Data Source: CranContrib
● Keywords: distribution
● Alias: dcopula.gauss, fit.gausscopula, rcopula.gauss
● 2 images

BiDensPlot (Package: QRM) :

Generates eiether a perspective or a contour plot of a bivariate density.

● Data Source: CranContrib
● Keywords: hplot
● Alias: BiDensPlot
● 1 images

VaRbound (Package: QRM) : Computing lower and upper bounds for the (smallest or largest) VaR

VaRbound() computes lower and upper bounds for the lower or upper Value-at-Risk bound.

● Data Source: CranContrib
● Keywords: VaR, multivariate
● Alias: VaRbound
● 0 images

PointProcess (Package: QRM) : Point Processes

Functions for estimating point processes.

● Data Source: CranContrib
● Keywords: models
● Alias: PointProcess, SEprocExciteFunc, extremalPP, fit.POT, fit.seMPP, fit.sePP, plot.MPP, plot.PP, plot.sePP, seMPP.negloglik, sePP.negloglik, stationary.sePP, unmark, volfunction
● 3 images