CTRE: Thresholding Bursty Time Series

Models extremes of 'bursty' time series via Continuous Time Random Exceedances (CTRE). See <arXiv:1802.05218>, K. Hees, S. Nayak, P.Straka, 2018.

Package details

AuthorKatharina Hees [aut], Peter Straka [aut, cre]
MaintainerPeter Straka <p.straka@unsw.edu.au>
LicenseGPL-3
Version0.1.0
URL https://unsw-math.github.io/CTRE/
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("CTRE")

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CTRE documentation built on May 2, 2019, 9:34 a.m.