Bayesian Modelling of Extremal Dependence in Time Series
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Documentation for package ‘tsxtreme’ version 0.3.3
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| 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 |