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,... |
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