In valcourgeau/gammaextremes: Univariate Extreme Values with Trawl Processes

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extreme.trawl

The goal of extreme.trawl is to provide statistical inference tools for univariate extreme time series. It comprises pairwise and generalised method of moments inference strategies described in Courgeau and Veraart (2021) and simulation schemes based on Gamma-distributed trawl processes.

Installation

You can install the released version of extreme.trawl from CRAN with:

install.packages("extreme.trawl")

And the development version from GitHub with:

# install.packages("devtools")
devtools::install_github("valcourgeau/extreme-trawl")

Example

This is a basic example which shows you how to solve a common problem:

library(extreme.trawl)
## basic example code

What is special about using README.Rmd instead of just README.md? You can include R chunks like so:

summary(cars)

valcourgeau/gammaextremes documentation built on Sept. 9, 2021, 5:42 a.m.