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tsxtreme - MaRDI portal

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tsxtreme (Q31135)

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Bayesian Modelling of Extremal Dependence in Time Series
Language Label Description Also known as
English
tsxtreme
Bayesian Modelling of Extremal Dependence in Time Series

    Statements

    instance of
    R package
    0 references
    last update
    23 April 2021
    0 references
    software version identifier
    0.3.3
    publication date
    23 April 2021
    0 references
    author
    Thomas Lugrin
    0 references
    imports
    stats
    0 references
    MASS
    0 references
    graphics
    0 references
    evd
    0 references
    mvtnorm
    0 references
    tictoc
    0 references
    programmed in
    R
    0 references

    Identifiers

    swMATH work ID
    19305
    0 references
    CRAN project
    tsxtreme
    0 references
     
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