Man pages for extremogram
Estimation of Extreme Value Dependence for Time Series Data

bootconf1Confidence bands for the sample univariate extremogram
bootconf2Confidence bands for the sample cross extremogram
bootconfrConfidence bands for the sample return time extremogram
extremogram1Sample univariate extremogram
extremogram2Sample cross extremogram
extremogram-packageextremogram
extremogramrSample return time extremogram
permfn1Confidence bands for the sample univariate extremogram
permfn2Confidence bands for the sample cross extremogram
permfnrConfidence bands for the sample return time extremogram
extremogram documentation built on May 2, 2019, 8:22 a.m.