R/package.R

In valcourgeau/gammaextremes: Univariate Extreme Values with Trawl Processes

#' 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)
#' \doi{doi:10.2139/ssrn.3527739} and simulation schemes based on
#' Gamma-distributed trawl processes.
#'
#' @docType package
#' @author Valentin Courgeau <val.courgeau@gmail.com>
#' @importFrom Rcpp evalCpp sourceCpp
#' @useDynLib extreme.trawl
#' @name extreme.trawl
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