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Estimation of the sample univariate, cross and return time extremograms. The package can also adds empirical confidence bands to each of the extremogram plots via a permutation procedure under the assumption that the data are independent. Finally, the stationary bootstrap allows us to construct credible confidence bands for the extremograms.
Version: | 1.0.2 |
Depends: | R (≥ 3.1.0) |
Imports: | boot (≥ 1.3-11), MASS (≥ 7.3-31), parallel (≥ 3.1.1) |
Published: | 2016-10-08 |
DOI: | 10.32614/CRAN.package.extremogram |
Author: | Nadezda Frolova, Ivor Cribben |
Maintainer: | Nadezda Frolova <nfrolova at ualberta.ca> |
License: | GPL-3 |
NeedsCompilation: | no |
CRAN checks: | extremogram results |
Reference manual: | extremogram.pdf |
Package source: | extremogram_1.0.2.tar.gz |
Windows binaries: | r-devel: extremogram_1.0.2.zip, r-release: extremogram_1.0.2.zip, r-oldrel: extremogram_1.0.2.zip |
macOS binaries: | r-release (arm64): extremogram_1.0.2.tgz, r-oldrel (arm64): extremogram_1.0.2.tgz, r-release (x86_64): extremogram_1.0.2.tgz, r-oldrel (x86_64): extremogram_1.0.2.tgz |
Old sources: | extremogram archive |
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These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.