CollectionTrawl | Creates a list of trawl functions given a type of trawl and a... |
ComputeAExp | Wrapper to compute total area under exponential trawl... |
ComputeB1Exp | Wrapper to compute difference area between 't2' and 't1'... |
ComputeB3Exp | Wrapper to compute difference area between 't1' and 't2'... |
ComputeBInterExp | Wrapper to compute intersection area between 't1' and 't2'... |
DiffVal | Centered differentiation calculation. |
dlgpd | Computes the probability density function of Generalised... |
EvaluateF | Evalutae function at given parameters. |
FullPL | Computes latent trawl FULL pairwise likelihood depending with... |
GammaBox | Sample Gamma with small shape parameter 'alpha*dx*dy'. |
GammaSqBox | Wrapper for GammaBox using a square to multiply the shape... |
GenerateParameters | Computes initial guess for Univariate Latent-Trawl model.... |
GetEstimateRho | Computes first-order estimate for 'rho'. |
GPDFit | Generalised Pareto likelihood maximisation using L-BFGS-B... |
GradF | Computes gradident of a function given parameters and offset... |
HessianF | Computes Hessian matrix of a $C^2$ function given parameters... |
hourly_bloomsbury_air_pollution_2000_2017 | Hourly measurements of 6 air pollutant concentrations in... |
MarginalGPDLikelihood | Computes Generalised Pareto (log-)likelihood on non-zero... |
MarginalSimpleLik | Simplified marginal (GPD) log-likelihood function under... |
MoMGPD | Method of moments (MoM) on a one or multiple exceedance... |
PairwiseOneOne | Computes latent trawl pairwise likelihood with '(x,x)' where... |
PairwiseOneOne1 | Computes first term in latent trawl pairwise likelihood with... |
PairwiseOneOne11 | Computes frst part of first term in latent trawl pairwise... |
PairwiseOneOne12 | Computes second part of first term in latent trawl pairwise... |
PairwiseOneOne13 | Computes third part of first term in latent trawl pairwise... |
PairwiseOneOne2 | Computes second term in latent trawl pairwise likelihood with... |
PairwiseOneOne21 | Computes second term in latent trawl pairwise likelihood with... |
PairwiseOneOne22 | Computes second term in latent trawl pairwise likelihood with... |
PairwiseOneOne23 | Computes second term in latent trawl pairwise likelihood with... |
PairwiseOneOne24 | Computes second term in latent trawl pairwise likelihood with... |
PairwiseOneZero | Computes term in latent trawl pairwise likelihood with... |
PairwiseOneZero1 | Computes first part of latent trawl pairwise likelihood with... |
PairwiseOneZero2 | Computes second term in latent trawl pairwise likelihood with... |
PairwiseOneZero21 | Computes partial part of second term in latent trawl pairwise... |
PairwiseOneZero22 | Computes partial part of second term in latent trawl pairwise... |
PairwiseOneZero23 | Computes partial part of second term in latent trawl pairwise... |
PairwiseOneZero24 | Computes partial part of second term in latent trawl pairwise... |
PairwiseZeroZero | Computes latent trawl pairwise likelihood with '(x,y) =... |
PairwiseZeroZero1 | Computes partial part of latent trawl pairwise likelihood... |
PairwiseZeroZero2 | Computes second part of latent trawl pairwise likelihood with... |
ParamsListFullPL | Wrapper for FullPL using a list for parameters in the... |
plgpd | Computes the cumulative distribution function of Generalised... |
rlexceed | Simulation of extreme value path using latent trawl process.... |
rtrawl | Simulation of trawl process path using Slice partition. If... |
SecondOrderDiffVal | Second-order centered differentiation calculation. |
SecondOrderMixedDiffVal | Second-order bivariate differentiation calculation. |
SinglePairPL | Computes correct latent trawl SINGLE pairwise likelihood... |
SliceArea | Computes the area of a slice for the Slice Partition method... |
TrawlExp | Returns an exponential trawl function with base time t. |
TrawlExpPrimitive | Returns a primitive of exponential trawl function with base... |
TrawlSliceReconstruct | Performs trawl slices reconstuction to get gamma samples... |
TrfFindOffsetScale | Computes predefined transformed scale parameter. |
TrfG | Computes g from the marginal transform method (vectorised... |
TrfInverseG | Computes inverse of g from the marginal transform method... |
TrfJacobian | Computes determinant of Jacobian of Marginal Transform (MT)... |
UnivariateFullPL | Computes univariate latent trawl FULL pairwise likelihood... |
Zeta | Zeta function from auto-correlation expansion for small lags. |
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