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.zip(r-4.7-any)extremogram_1.0.2.zip(r-4.6-any)
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✨
DESCRIPTION
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.

1.40 score 25 scripts 330 downloads 9 exports 2 dependencies

Last updated from:8ce90f184d. Checks:6 OK. Indexed: yes.

TargetResultTimeFilesSyslog
linux-develOK91
source / vignettesOK163
linux-releaseOK104
windows-develOK52
windows-releaseOK60
wasm-releaseOK113

Exports:bootconf1bootconf2bootconfrextremogram1extremogram2extremogramrpermfn1permfn2permfnr

Dependencies:bootMASS