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Estimation of the sample univariate, cross and return time extremograms. The package can also adds empirical confidence bands to each of the extremogram plots via a permutation procedure under the assumption that the data are independent. Finally, the stationary bootstrap allows us to construct credible confidence bands for the extremograms.
Package details |
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Author | Nadezda Frolova, Ivor Cribben |
Maintainer | Nadezda Frolova <nfrolova@ualberta.ca> |
License | GPL-3 |
Version | 1.0.2 |
Package repository | View on CRAN |
Installation |
Install the latest version of this package by entering the following in R:
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