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 <nfrolova@ualberta.ca>
Description: 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.
License: GPL-3
Imports: boot(>= 1.3-11), MASS(>= 7.3-31), parallel(>= 3.1.1)
Depends: R (>= 3.1.0)
NeedsCompilation: no
Packaged: 2026-09-26 07:23:32 UTC; 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