tsxtreme-package |
Bayesian Modelling of Extremal Dependence in Time Series |
bayesfit |
Traces from MCMC output |
bayesparams |
Parameters for the semi-parametric approach |
chifit |
Estimate dependence measures |
dep2fit |
Dependence model fit (stepwise) |
depfit |
Dependence model fit |
depmeasure |
Dependence measures estimates |
depmeasures |
Estimate dependence measures |
dlapl |
The Laplace Distribution |
is.bayesfit |
Traces from MCMC output |
is.bayesparams |
Parameters for the semi-parametric approach |
is.depmeasure |
Dependence measures estimates |
is.stepfit |
Estimates from stepwise fit |
plapl |
The Laplace Distribution |
plot.bayesfit |
Traces from MCMC output |
plot.depmeasure |
Dependence measures estimates |
plot.stepfit |
Estimates from stepwise fit |
print.bayesfit |
Traces from MCMC output |
print.bayesparams |
Parameters for the semi-parametric approach |
print.depmeasure |
Dependence measures estimates |
print.stepfit |
Estimates from stepwise fit |
qlapl |
The Laplace Distribution |
rlapl |
The Laplace Distribution |
stepfit |
Estimates from stepwise fit |
summary.bayesfit |
Traces from MCMC output |
summary.bayesparams |
Parameters for the semi-parametric approach |
summary.depmeasure |
Dependence measures estimates |
summary.stepfit |
Estimates from stepwise fit |
theta2fit |
Fit time series extremes |
thetafit |
Estimate dependence measures |
thetaruns |
Runs estimator |
tsxtreme |
Bayesian Modelling of Extremal Dependence in Time Series |