Installation
About
Performs likelihood-based inference for stationary time series extremes. The general approach follows Fawcett and Walshaw (2012) doi:10.1002/env.2133. Marginal extreme value inferences are adjusted for cluster dependence in the data using the methodology in Chandler and Bate (2007) doi:10.1093/biomet/asm015, producing an adjusted log-likelihood for the model parameters. A log-likelihood for the extremal index is produced using the K-gaps model of Suveges and Davison (2010) doi:10.1214/09-AOAS292. These log-likelihoods are combined to make inferences about extreme values. Both maximum likelihood and Bayesian approaches are available.
paulnorthrop.github.io/lite/ | |
github.com/paulnorthrop/lite | |
Bug report | File report |
Key Metrics
Downloads
Yesterday | 10 0% |
Last 7 days | 56 -20% |
Last 30 days | 215 -2% |
Last 90 days | 577 -27% |
Last 365 days | 2.590 +26% |