AFT.mat                 Matrices of Afternoon High Frequency S&P
                        Indicators
BASKETBALL              Basket ball data
BCofLRet                Coffee log-returns
Balt.ts                 Baltimore Electricity Load and Temperature Data
CORNTEMP                Corn and Temperature Data
CPN.ts                  timeSeries of Calpine daily close
CRUDE                   Term Structure of Crude Oil Forward Prices
Charlotte.ts            Daily Temperature Data
DF.test                 Dickey-Fuller Unit Root Test
DSP                     Daily S&P 500
DSP.ts                  Daily S&P close
DSP500                  Vector of the daily close and log-returns of
                        the S&P 500 index
DSPLRet                 Numeric vector of daily log returns of the
                        S&P500 index
DUKE.ts                 Time series of the daily closing prices of
                        Energy Companies
DUKE1.wer               Weekly Excess Returns for Duke Energy
DukeLRet                Duke daily log-returns
ENERGY.ts               Constellation Energy, Natural Gas, S&P500, and
                        Treasuty Bill Readings
ENRON.ts                DOW JONES Indexes for Energy Companies
EnronIndex.ts           Values of the Enron Index
FRWRD                   Natural Gas Forward Contract Prices
GEqeps.ts               Quarterly Earnings
GermanB041700           German Treasury Bonds
HOWAREYOU               Digitized Sound
IBM                     High Frequency Data of IBM trades in June 1999
IBMticks.ts             Tick by tick (transaction) data for IBM on May
                        10 - 14, 2004
Kendalls.tau            Computation of the Kendall's TAU and the
                        Spearman's RHO Correlation Coefficients
L1                      Loss Data Sets
M.wer                   Weekly Excess Returns for a Market Portfoio
MID1                    Data Set used for a Problem on the Comparison
                        of Least Squares and Least Absolute Deviations
                        Polynomial Regression
MIND                    Data Matrix used in a Problem Set
MONTHLY                 Monthly values of the short and long interest
                        rates and S&P 500 index
MSP                     Minute by Minute S&P 500 Quotes
PCS                     PCS Index Data
PPRICE                  Daily Energy Prices and Temperatures
PSPOT                   Power Spot Price data
ROCK                    ROCK data set
Ret                     20 x 10 matrix used as illustration
Rsafd-package           Method Functions and Data Sets for the Book
                        Statistical Analysis of Financial Data in R
SHAPE.XI                PARAMETRIZATION OF GENERALIZED ETREME VALUES
                        AND PARETO DISTRIBUTIONS
SPFUT                   Daily S&P Futures Contracts with Constant
                        Maturities
SPsep98                 High Frequency Data: S&P 500 Data, September
                        1998 Futures Contract
SPsep98.ts              High Frequency Data Time Series of S&P 500
                        Transaction Data: the September 1998 Futures
                        Contract
STRENGTH                STRENGTH data set
SUBSP                   Subset of the daily S&P daily close data
TC                      TC data set
TRGSP                   S&P 500 Option Data
TRGSS                   (Simulated) Data Sets used in the Regression
                        Problem on the Pricing of Spread Options
USBN041700              US Bonds and Notes Data on April 17, 2000
UTIL.index              Utilities Indexes
UTILITIES               Utiities data set
VINEYARD                VINEYARD data set
WSP                     Weekly quotes of the S&P 500 Index
auto.parts              Daily stock closing prices for two auto parts
                        companies
begday                  Manipulation of timeDate Objects
bitcoin                 Daily Bitcoin price between 8/25/2014 and
                        1/6/2022
bivd                    Manipulation of Bivariate Distributions
block.max               BLOCK MAXIMA ESTIMATION
bns                     Coupon Bond Price, Forward Rate, and Yield
                        Curves in the Nelson - Siegel Family
bscall                  Black-Scholes Price of an European Call Option
c                       Concatenate Two timeSeries Objects
co2.ts                  CO2 concentration
contour.dbivd           Function producing a contour plot of the level
                        sets of the density / cdf of a bivariate
                        distribution or a copula
dgev                    GENERALIZED EXTREME VALUE DISTRIBUTION
diff                    Differentiation of timeSeries objects
dmvnorm                 Utilities for the Multivariate Normal
                        (Gaussian) Distribution
empirical.copula        Constructor of Empirical Copulas
estimate.mix.gev        MIX PARAMETER ESTIMATION FOR A GEV DISTRIBUTION
ethanol                 Ethanol data
fit.copula              Maximum Likelihood Fit of a Copula
fit.gpd                 POT ESTIMATION OF A GENERALIZED PARETO
                        DISTRIBUTION
fns                     Function computing the values of forward rate
                        curve from the Nelson-Siegel parametric family
garch                   Fit a GARCH Model to a Time Series or a Vector
gev.lmom                L-MOMENT ESTIMATORS
gev.ml                  Maximum Likelihood Parameter Estimates
hills                   Scottish Hill Races Record Times
isig                    Function computing the Implied Volatility of an
                        Option
kalman                  Kalman Filter for a Linear Partially Observed
                        System
kdest                   Gaussian Kernel 2-D Density Estimation
kreg                    Multivariate Kernel Regression
l1fit                   Least Absolute Deviations Regression
lm.diag                 Diagnostics of a linear model
makeDate                Function returning an object of class timeDate
                        from a character string
merge                   Merge two objects of class timeSeries into a
                        single one
normal.mix.copula       Copula Constructor
pareto                  PARETO DISTRIBUTION
persp.dbivd             Function producing a surface plot of the
                        density or the cdf of a bivariate distribution
pgpd                    RANDOM GENERATOR, DENSITY, CUMULATIVE
                        DISTRIBUTION AND QUANTILE FUNCTIONS OF A GPD
                        OBJECT
plot                    Plot an Object of Class timeSeries
plot.gpd                PLOT OF THE TAIL OF A GENERALIZED PARETO
                        DISTRIBUTION
plotting.position       POTTING POSITION ESTIMATOR
pmvnorm                 Functions giving the values of the cdf and
                        quantile and producing random samples of a
                        multivariate distribution function
pred.ar                 Compute Predictions for an AR Model
qqexp                   Empirical Q-Q PLOT WITH THE EXPONENTIAL and
                        NORMAL DISTRIBUTIONS
rbivd-methods           ~~ Methods for Function 'rbivd' in Package
                        'Rsafd' ~~
rcopula                 Random generator for bivariate samples from a
                        copula
rcopula-methods         ~~ Methods for Function 'rcopula' in Package
                        'Rsafd' ~~
rgpd-methods            ~~ Methods for Function 'rgpd' in Package
                        'Rsafd' ~~
rmvgaussian.copula      Generate Random Samples from the One-Factor
                        Multivariate Gaussian Copula
sample.LMOM             SAMPLE L-MOMENTS
shape.plot              ESTIMATE OF XI AS FUNCTION OF THE THRESHOLD
sim.garch               Simulation of a GARCH Model
sp_data                 Daily Closing values of the SP500 index
sstl                    Decomposition of a timeSeries Object into
                        Trend, Seasonal and Remainder Components
stocks                  Daily stock closing prices
swap                    Swap Rates
tailplot                GENERALIZED EXTREME VALUE DISTRIBUTION
timeSeries              Constructor for Objects of Class timeSeries
twoDkreg                Two Dimensional Gaussian Kernel Regression
us.bis.yield            US Treasury Yields
wCAPM.ts                Weekly Excess Returns for Tests of CAPM
y4nls1                  Crude Oil Forward Data
