ev.trawl: Extreme Value Trawls

Implementation of trawl processes and an extension of such processes into a univariate latent model for extreme values. Inference, simulation and initialization tools are available. See Noven et al. (2018) <DOI:10.21314/JEM.2018.179> which can be found on arXiv (<arXiv:1511.08190>) .

Getting started

Package details

AuthorValentin Courgeau
MaintainerValentin Courgeau <valentin.courgeau15@imperial.ac.uk>
LicenseMIT + file LICENSE
Package repositoryView on CRAN
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ev.trawl documentation built on May 2, 2019, 2:49 p.m.