{ "_id": "6a1550cbacfb0bcc41d5a324", "Package": "extremogram", "Type": "Package", "Title": "Estimation of Extreme Value Dependence for Time Series Data", "Version": "1.0.2", "Date": "2015-09-24", "Author": "Nadezda Frolova, Ivor Cribben", "Maintainer": "Nadezda Frolova ", "Description": "Estimation of the sample univariate, cross and return time\nextremograms. The package can also adds empirical confidence\nbands to each of the extremogram plots via a permutation\nprocedure under the assumption that the data are independent.\nFinally, the stationary bootstrap allows us to construct\ncredible confidence bands for the extremograms.", "License": "GPL-3", "NeedsCompilation": "no", "Packaged": { "Date": "2026-05-26 07:48:28 UTC", "User": "root" }, "Repository": "https://cran.r-universe.dev", "Date/Publication": "2016-10-08 08:48:07 UTC", "RemoteUrl": "https://github.com/cran/extremogram", "RemoteRef": "HEAD", "RemoteSha": "8ce90f184d09053a4029667f6c2f9e9844c235f1", "MD5sum": "624a95da81a02b7b609f6167371e1dab", "_user": "cran", "_type": "src", "_file": "extremogram_1.0.2.tar.gz", "_fileid": "e1780127d1b274936b9cc2c05d29773014ed6f68f4f38b9f64c7bafc8eb2bfcc", "_filesize": 111816, "_sha256": "e1780127d1b274936b9cc2c05d29773014ed6f68f4f38b9f64c7bafc8eb2bfcc", "_created": "2026-05-26T07:48:28.000Z", "_published": "2026-05-26T07:50:35.586Z", "_distro": "noble", "_jobs": [ { "job": 77830124810, "time": 97, "config": "linux-devel-x86_64", "r": "4.7.0", "check": "OK", "artifact": "7211615592" }, { "job": 77830124894, "time": 87, "config": "linux-release-x86_64", "r": "4.6.0", "check": "OK", "artifact": "7211612743" }, { "job": 77829745881, "time": 157, "config": "source", "r": "4.6.0", "check": "OK", "artifact": "7211586304" }, { "job": 77830124748, "time": 89, "config": "wasm-release", "r": "4.6.0", "check": "OK", "artifact": "7211613100" } ], "_buildurl": "https://github.com/r-universe/cran/actions/runs/26439358557", "_status": "success", "_host": "GitHub-Actions", "_upstream": "https://github.com/cran/extremogram", "_commit": { "id": "8ce90f184d09053a4029667f6c2f9e9844c235f1", "author": "Nadezda Frolova ", "committer": "cran-robot ", "message": "version 1.0.2\n", "time": 1475916487 }, "_maintainer": { "name": "Nadezda Frolova", "email": "nfrolova@ualberta.ca" }, "_registered": true, "_dependencies": [ { "package": "R", "version": ">= 3.1.0", "role": "Depends" }, { "package": "boot", "version": ">= 1.3-11", "role": "Imports" }, { "package": "MASS", "version": ">= 7.3-31", "role": "Imports" }, { "package": "parallel", "version": ">= 3.1.1", "role": "Imports" } ], "_owner": "cran", "_selfowned": false, "_usedby": 0, "_updates": [], "_tags": [], "_stars": 0, "_userbio": { "uuid": 6899542, "type": "organization", "name": "cran", "description": "Unofficial read-only mirror of all CRAN R packages" }, "_downloads": { "count": 178, "source": "https://cranlogs.r-pkg.org/downloads/total/last-month/extremogram" }, "_searchresults": 22, "_rbuild": "4.6.0", "_assets": [ "extra/citation.cff", "extra/citation.html", "extra/citation.json", "extra/citation.txt", "extra/contents.json", "extra/extremogram.html", "manual.pdf" ], "_realowner": "cran", "_cranurl": false, "_releases": [ { "version": "1.0.0", "date": "2015-09-29" }, { "version": "1.0.1", "date": "2016-03-28" }, { "version": "1.0.2", "date": "2016-10-08" } ], "_exports": [ "bootconf1", "bootconf2", "bootconfr", "extremogram1", "extremogram2", "extremogramr", "permfn1", "permfn2", "permfnr" ], "_help": [ { "page": "extremogram-package", "title": "extremogram", "topics": [ "extremogram-package", "extremogram" ] }, { "page": "bootconf1", "title": "Confidence bands for the sample univariate extremogram", "topics": [ "bootconf1" ] }, { "page": "bootconf2", "title": "Confidence bands for the sample cross extremogram", "topics": [ "bootconf2" ] }, { "page": "bootconfr", "title": "Confidence bands for the sample return time extremogram", "topics": [ "bootconfr" ] }, { "page": "extremogram1", "title": "Sample univariate extremogram", "topics": [ "extremogram1" ] }, { "page": "extremogram2", "title": "Sample cross extremogram", "topics": [ "extremogram2" ] }, { "page": "extremogramr", "title": "Sample return time extremogram", "topics": [ "extremogramr" ] }, { "page": "permfn1", "title": "Confidence bands for the sample univariate extremogram", "topics": [ "permfn1" ] }, { "page": "permfn2", "title": "Confidence bands for the sample cross extremogram", "topics": [ "permfn2" ] }, { "page": "permfnr", "title": "Confidence bands for the sample return time extremogram", "topics": [ "permfnr" ] } ], "_rundeps": [ "boot", "MASS" ], "_score": 1.3424226808222062, "_indexed": true, "_nocasepkg": "extremogram", "_universes": [ "cran" ], "_binaries": [ { "r": "4.7.0", "os": "linux", "version": "1.0.2", "date": "2026-05-26T07:50:13.000Z", "distro": "noble", "commit": "8ce90f184d09053a4029667f6c2f9e9844c235f1", "fileid": "74002019f00810435fdfd8a768ba808a729aba078d4e9a1a58d31832e3e2d3e4", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/cran/actions/runs/26439358557" }, { "r": "4.6.0", "os": "linux", "version": "1.0.2", "date": "2026-05-26T07:50:05.000Z", "distro": "noble", "commit": "8ce90f184d09053a4029667f6c2f9e9844c235f1", "fileid": "f782bdc7a6b70f8b0c07c921faab180eca53c0bf4ac3fe45f07f56987723ad27", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/cran/actions/runs/26439358557" }, { "r": "4.6.0", "os": "wasm", "version": "1.0.2", "date": "2026-05-26T07:50:15.000Z", "commit": "8ce90f184d09053a4029667f6c2f9e9844c235f1", "fileid": "d969081d5e404d08d6d57b20ac224b6cfd1b717c243b05962dbc5a1c2a4a0e05", "status": "success", "buildurl": "https://github.com/r-universe/cran/actions/runs/26439358557" } ] }