fExtremes

Package: fExtremes
Version: 3010.81
Revision: 5532
Date: 2013-12-17
Title: Rmetrics - Extreme Financial Market Data
Author: Diethelm Wuertz and many others, see the SOURCE file
Depends: R (>= 2.4.0), timeDate, timeSeries, fBasics, fGarch, fTrading
Imports: methods
Suggests: RUnit, tcltk
Maintainer: Yohan Chalabi <yohan.chalabi@rmetrics.org>
Description: Environment for teaching "Financial Engineering and
Computational Finance"
Note: Several parts are still preliminary and may be changed in the
future. this typically includes function and argument names, as
well as defaults for arguments and return values.
LazyData: yes
License: GPL (>= 2)
URL: http://www.rmetrics.org
Packaged: 2013-12-17 20:40:23 UTC; yohan
NeedsCompilation: no
Repository: CRAN
Date/Publication: 2013-12-17 23:16:44

Install log

* installing to library '/home/ddbj/local/lib64/R/library'
* installing *source* package 'fExtremes' ...
** package 'fExtremes' successfully unpacked and MD5 sums checked
** R
** data
*** moving datasets to lazyload DB
** inst
** preparing package for lazy loading
** help
*** installing help indices
  converting help for package 'fExtremes'
    finding HTML links ... done
    DataPreprocessing                       html  
    ExtremeIndex                            html  
    ExtremesData                            html  
    GevDistribution                         html  
    GevMdaEstimation                        html  
    GevModelling                            html  
    GevRisk                                 html  
    GpdDistribution                         html  
    GpdModelling                            html  
    GpdRisk                                 html  
    ValueAtRisk                             html  
    data                                    html  
** building package indices
** testing if installed package can be loaded
* DONE (fExtremes)
Making 'packages.html' ... done