Man pages for tsxtreme
Bayesian Modelling of Extremal Dependence in Time Series

bayesfitTraces from MCMC output
bayesparamsParameters for the semi-parametric approach
densitiesThe Laplace Distribution
dep2fitDependence model fit (stepwise)
depfitDependence model fit
depmeasureDependence measures estimates
empfitRuns estimator
et2fitFit time series extremes
etfitEstimate dependence measures
stepfitEstimates from stepwise fit
tsxtreme-packageBayesian Modelling of Extremal Dependence in Time Series
tsxtreme documentation built on April 24, 2021, 1:07 a.m.