Man pages for valcourgeau/gammaextremes
Univariate Extreme Values with Trawl Processes

acf_trawlR-only Trawl ACF function approximation.
acf_trawl_singleR-only Single Trawl ACF calculations.
autocovariance_matrixAutocovariance matrix from vector.
block_indexCreates the block indices for a collection of trawl slices.
composite_marginal_hacHAC estimator of autocovariance for the composite marginal.
cpp_acf_trawlRcpp-accelerated Trawl ACF function approximation.
cpp_acf_trawl_singleRcpp-accelerated Single Trawl ACF calculations.
cpp_case_one_oneCpp pairwise likelihood 1-1 (one-one).
cpp_case_one_zeroCpp pairwise likelihood 1-0 (one-zero).
cpp_case_separatorCpp pairwise likelihood separator that chooses which routine...
cpp_case_zero_zeroCpp pairwise likelihood 0-0 (zero-zero).
cross_momentComputes cross moment in trawl gamma-exponential mixture
custom_likelihoodLikelihood function of parameters for fixed data.
ev_trawl_fitFitting the LTME or EV Trawl model.
exceedances_simulationSimulates a path from the Latent Trawl Model for Extremes...
extreme.trawlextreme.trawl
first_momentComputes first moment in trawl gamma-exponential mixture
fitFitting the LTME or EV Trawl model.
gamma_gridGrid of Gamma-distributed trawl slices.
gamma_orchestraOrchestrate the Gamma grid.
generate_shapesGenerate shape parameters for Gamma-distributed trawl slices.
get_trawl_envReturns a trawl environment with numerical utils functions...
get_trawl_envs_listLists of available trawl functions.
get_trawl_functionsObtaining the three functions necessary for the trawls.
get_trawl_params_configReturns triplet list (n_params, lower, upper) for each trawl...
grid_foundationsReturns a (sparse) triangular matrix and plug values in from...
make_hacAutocorrelation-proof estimates using HAC estimator.
parametrisation_translatorTransforms one parametrisation into another one. From...
pl_stand_trawl_termsStandardised trawl's shape or alpha parameter.
pollution_dataAir Pollutant Concentration on Marylebone Road, London, UK.
print_vanishing_coverageReturns the coverage of the trawl set approximation.
square_momentComputes square moment in trawl gamma-exponential mixture
sub_sample_fitFitting the LTME or EV Trawl model, potentially on block...
times_twoMultiplies by two!
transformation_jacobianJacobian of the transformation function.
transformation_mapTransforms data from 'GPD(1, 1 + kappa)' to 'GPD(xi, sigma)'.
transformation_map_inverseInverse transformation function from 'GPD(xi, sigma)' to...
trawl_simulationSimulates a path from a Trawl process.
trawl_slicingReturns matrix with [ [S(1,1), S(2,1), S(3,1), \dots,...
valcourgeau/gammaextremes documentation built on Sept. 9, 2021, 5:42 a.m.