Package: extremogram 1.0.2

Nadezda Frolova

extremogram: Estimation of Extreme Value Dependence for Time Series Data

Estimation of the sample univariate, cross and return time extremograms. The package can also adds empirical confidence bands to each of the extremogram plots via a permutation procedure under the assumption that the data are independent. Finally, the stationary bootstrap allows us to construct credible confidence bands for the extremograms.

Authors:Nadezda Frolova, Ivor Cribben

extremogram_1.0.2.tar.gz
extremogram_1.0.2.tar.gz(r-4.7-any)extremogram_1.0.2.tar.gz(r-4.6-any)
extremogram_1.0.2.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
card.svg |card.png
extremogram/json (API)

# Install 'extremogram' in R:
install.packages('extremogram', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org'))

On CRAN:

Conda:

This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.

1.34 score 22 scripts 178 downloads 9 exports 2 dependencies

Last updated from:8ce90f184d. Checks:4 OK. Indexed: yes.

TargetResultTimeFilesSyslog
linux-devel-x86_64OK97
source / vignettesOK157
linux-release-x86_64OK87
wasm-releaseOK89

Exports:bootconf1bootconf2bootconfrextremogram1extremogram2extremogramrpermfn1permfn2permfnr

Dependencies:bootMASS