Models extremes of 'bursty' time series via Continuous Time Random Exceedances (CTRE). See <arXiv:1802.05218>, K. Hees, S. Nayak, P.Straka, 2018.
Version: | 0.1.0 |
Depends: | R (≥ 2.10) |
Imports: | assertthat, graphics, MittagLeffleR, plyr, stats, tea, utils, zoo |
Suggests: | evmix, magrittr, shiny |
Published: | 2018-05-07 |
Author: | Katharina Hees [aut], Peter Straka [aut, cre] |
Maintainer: | Peter Straka <p.straka at unsw.edu.au> |
BugReports: | https://github.com/UNSW-MATH/CTRE/issues |
License: | GPL-3 |
URL: | https://unsw-math.github.io/CTRE/ |
NeedsCompilation: | no |
Citation: | CTRE citation info |
Materials: | README |
CRAN checks: | CTRE results |
Reference manual: | CTRE.pdf |
Package source: | CTRE_0.1.0.tar.gz |
Windows binaries: | r-devel: CTRE_0.1.0.zip, r-release: CTRE_0.1.0.zip, r-oldrel: CTRE_0.1.0.zip |
OS X binaries: | r-release: CTRE_0.1.0.tgz, r-oldrel: CTRE_0.1.0.tgz |
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