Modelling Peaks Over Threshold: Project Home – R-Forge

The project consists in developing functions for peaks over threshold modeling. Most of results come from the extreme value theory (EVT). The EVT is currently extensively used, mostly in environmental sciences and finance.

• Development Status : 5 - Production/Stable
• Environment : Win32 (MS Windows)
• Environment : X11 Applications
• Intended Audience : Developers
• Intended Audience : End Users/Desktop
• License : OSI Approved : GNU General Public License (GPL)
• Natural Language : English
• Natural Language : French
• Operating System : MacOS
• Operating System : Microsoft
• Operating System : POSIX : Linux
• Programming Language : C/C++
• Programming Language : Fortran
• Programming Language : R
• Topic : Finance : Risk Management : Value at Risk
• Topic : Other/Nonlisted Topic

Registered: 2007-09-21 14:29
Activity Ranking: 0
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