Ecosyste.ms: Packages

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cran.r-project.org "generalised-pareto" keyword

lite 1.1.0

Likelihood-Based Inference for Time Series Extremes
2 versions - Latest release: over 1 year ago - 199 downloads last month - 3 stars on GitHub - 1 maintainer

Related Keywords

clustered 1 extremal-index 1 extreme-value-statistics 1 extremes 1 frequentist 1 inference 1 likelihood 1 log-likelihood 1 threshold 1 time-series 1