vali2noisy/ev-trawl: Extreme Value Trawls

Implementation of trawl processes and an extension of such processes into a univariate latent model for extreme values. Inference, simulation and initialization tools are available. See Noven et al. (2018) <DOI:10.21314/JEM.2018.179> which can be found on arXiv (<arXiv:1511.08190>) .

Getting started

Package details

AuthorValentin Courgeau
MaintainerValentin Courgeau <[email protected]>
LicenseMIT + file LICENSE
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
vali2noisy/ev-trawl documentation built on May 13, 2019, 4:09 a.m.