strakaps/CTRE: Thresholding Bursty Time Series

Models extremes of 'bursty' time series via Continuous Time Random Exceedances (CTRE). See <arXiv:1802.05218>, K. Hees, S. Nayak, P.Straka, 2018.

Getting started

Package details

MaintainerPeter Straka <p.straka@unsw.edu.au>
LicenseGPL-3
Version0.2.1
URL https://unsw-math.github.io/CTRE/
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("remotes")
remotes::install_github("strakaps/CTRE")
strakaps/CTRE documentation built on Sept. 12, 2021, 6:12 p.m.