| acf_trawl | R-only Trawl ACF function approximation. |
| acf_trawl_single | R-only Single Trawl ACF calculations. |
| autocovariance_matrix | Autocovariance matrix from vector. |
| block_index | Creates the block indices for a collection of trawl slices. |
| composite_marginal_hac | HAC estimator of autocovariance for the composite marginal. |
| cpp_acf_trawl | Rcpp-accelerated Trawl ACF function approximation. |
| cpp_acf_trawl_single | Rcpp-accelerated Single Trawl ACF calculations. |
| cpp_case_one_one | Cpp pairwise likelihood 1-1 (one-one). |
| cpp_case_one_zero | Cpp pairwise likelihood 1-0 (one-zero). |
| cpp_case_separator | Cpp pairwise likelihood separator that chooses which routine... |
| cpp_case_zero_zero | Cpp pairwise likelihood 0-0 (zero-zero). |
| cross_moment | Computes cross moment in trawl gamma-exponential mixture |
| custom_likelihood | Likelihood function of parameters for fixed data. |
| ev_trawl_fit | Fitting the LTME or EV Trawl model. |
| exceedances_simulation | Simulates a path from the Latent Trawl Model for Extremes... |
| extreme.trawl | extreme.trawl |
| first_moment | Computes first moment in trawl gamma-exponential mixture |
| fit | Fitting the LTME or EV Trawl model. |
| gamma_grid | Grid of Gamma-distributed trawl slices. |
| gamma_orchestra | Orchestrate the Gamma grid. |
| generate_shapes | Generate shape parameters for Gamma-distributed trawl slices. |
| get_trawl_env | Returns a trawl environment with numerical utils functions... |
| get_trawl_envs_list | Lists of available trawl functions. |
| get_trawl_functions | Obtaining the three functions necessary for the trawls. |
| get_trawl_params_config | Returns triplet list (n_params, lower, upper) for each trawl... |
| grid_foundations | Returns a (sparse) triangular matrix and plug values in from... |
| make_hac | Autocorrelation-proof estimates using HAC estimator. |
| parametrisation_translator | Transforms one parametrisation into another one. From... |
| pl_stand_trawl_terms | Standardised trawl's shape or alpha parameter. |
| pollution_data | Air Pollutant Concentration on Marylebone Road, London, UK. |
| print_vanishing_coverage | Returns the coverage of the trawl set approximation. |
| square_moment | Computes square moment in trawl gamma-exponential mixture |
| sub_sample_fit | Fitting the LTME or EV Trawl model, potentially on block... |
| times_two | Multiplies by two! |
| transformation_jacobian | Jacobian of the transformation function. |
| transformation_map | Transforms data from 'GPD(1, 1 + kappa)' to 'GPD(xi, sigma)'. |
| transformation_map_inverse | Inverse transformation function from 'GPD(xi, sigma)' to... |
| trawl_simulation | Simulates a path from a Trawl process. |
| trawl_slicing | Returns matrix with [ [S(1,1), S(2,1), S(3,1), \dots,... |
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.