| NEWS | R Documentation |
News for R Package qrmtools
Changes in version 0.0-15
New Features
-
Hill_estimator()Hill estimator. -
Hill_plot()Hill plot.
Changes in version 0.0-14
New Features
-
rBrownian()for simulating Brownian and related motions.
Changes in version 0.0-13
New Features
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X.rearranged.opt.rowofrearrange()and its wrappers.
Changes in version 0.0-11
New Features
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VaR_np()andES_np()compute value-at-risk and expected shortfall for the sum if the input is a matrix.
Changes in version 0.0-10
New Features
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dGPDtail(),pGPDtail(),qGPDtail(),rGPDtail()(and renamedVaR_POT()toVaR_GPDtail()andES_POT()toES_GPDtail()correspondingly)
Bug Fixes
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plot_matrix(): used to plot transposed matrix.
Changes in version 0.0-9
New Features
-
VaR_POT(),ES_POT() -
GPD_shape_plot(),tail_plot() -
mean_excess_np(),mean_excess_GPD()andmean_excess_plot() -
edf_plot() Fitting of GEV distribution and GPD.
More intuitive (re)naming of all arguments of EVT related functions.
Bug Fixes
(none)