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>) .
|Maintainer||Valentin Courgeau <[email protected]>|
|License||MIT + file LICENSE|
|Package repository||View on GitHub|
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