Ok,
For the moment, there is only this in the CTV on finance
"
several packages provide functionality for Extreme Value Theory
models: evd, evdbayes, evir, extRremes, ismev, POT.
"
Before the useR conference, I tried to think on a future section on
EVT to start a discussion.
Thanks for your quick answer
Christophe
Le 11 juin 09 à 14:34, Dirk Eddelbuettel a écrit :
On 11 June 2009 at 14:11, Achim Zeileis wrote:
| > Yesterday, I try to look at a CRAN task view on extreme value
theory (EVT).
| > Does anyone plan to do a CRAN task view on this topic?
|
| Not that I know of.
|
| > Packages related to this topic seem to be spread among finance,
econometrics
| > and social econometrics.
|
| Maybe more on the finance side...
I also think that we shouldn't get too granular. 20-some task views
is fine,
200-some less so. But that is Achim's editorial call to make.
| > Maybe this discussion could wait this july useR?
|
| Sure, we can talk, probably together with Dirk. I guess that the
number
| of packages for EVT is also not excessive so that we might be able
to
| include it in the Finance view.
Agreed. Patches to the task view are always welcome. :-)
Dirk
--
Three out of two people have difficulties with fractions.
--
Christophe Dutang
Ph. D. student at ISFA, Lyon, France
website: http://dutangc.free.fr
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