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>) .

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Description file content

Package
ev.trawl
Type
Package
Title
Extreme Value Trawls
Version
0.1.0
Author
Valentin Courgeau
Maintainer
Valentin Courgeau
Description
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) which can be found on arXiv () .
License
MIT + file LICENSE
Encoding
UTF-8
LazyData
true
RoxygenNote
6.1.0
Depends
R (>= 2.10)
Imports
testthat, fExtremes, hypergeo, stats, ghyp, evir, eva
NeedsCompilation
no
Packaged
2018-11-29 15:44:01 UTC; Valentin
Repository
CRAN
Date/Publication
2018-12-03 19:40:08 UTC

install.packages('ev.trawl')

0.1.0

6 days ago

Valentin Courgeau

MIT + file LICENSE

Depends on

R (>= 2.10)

Imports

testthat, fExtremes, hypergeo, stats, ghyp, evir, eva

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