CTRE: Thresholding Bursty Time Series

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

Downloads:

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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