exchange

The <code>exchange</code> data frame has 975 rows and 2 columns.
 The columns contain daily exchange rates; UK sterling
 against the US dollar (first column) and UK sterling
 against the Canadian dollar (second column).
 The rownames contain the corresponding dates in a character
 string with the format <code>"2000/05/26"</code>. This can be
 converted into a <code>POSIXct</code> or <code>POSIXlt</code> object
 using <code><a rd-options="" href="/link/as.POSIXct?package=ismev&version=1.42" data-mini-rdoc="ismev::as.POSIXct">as.POSIXct</a></code> or <code><a rd-options="" href="/link/as.POSIXlt?package=ismev&version=1.42" data-mini-rdoc="ismev::as.POSIXlt">as.POSIXlt</a></code>.

datasets

Functions to support the computations carried out in
`An Introduction to Statistical Modeling of Extreme Values' by
Stuart Coles. The functions may be divided into the following
groups; maxima/minima, order statistics, peaks over thresholds
and point processes.

Eric Gilleland

ismev

An Introduction to Statistical Modeling of Extreme Values

exchange function

This data frame contains the following columns:<dl class="dl-horizontal">
 <dt>USD.GBP</dt><dd>US against UK exchange rate.</dd>
 <dt>CAD.GBP</dt><dd>Canada against UK exchange rate.</dd>
 </dl>

Format

The <code>exchange</code> data frame has 975 rows and 2 columns.
 The columns contain daily exchange rates; UK sterling
 against the US dollar (first column) and UK sterling
 against the Canadian dollar (second column).
 The rownames contain the corresponding dates in a character
 string with the format <code>"2000/05/26"</code>. This can be
 converted into a <code>POSIXct</code> or <code>POSIXlt</code> object
 using <code><a rd-options='' href='as.POSIXct'>as.POSIXct</a></code> or <code><a rd-options='' href='as.POSIXlt'>as.POSIXlt</a></code>.

UK/US and UK/Canada Exchange Rates — exchange

This data frame contains the following columns:<dl class='dl-horizontal'>
 <dt>USD.GBP</dt><dd>US against UK exchange rate.</dd>
 <dt>CAD.GBP</dt><dd>Canada against UK exchange rate.</dd>
 </dl>

exchange: UK/US and UK/Canada Exchange Rates

Description

Usage

Arguments

Format