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tsxtreme - MaRDI portal

tsxtreme (Q31135)

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Bayesian Modelling of Extremal Dependence in Time Series
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English
tsxtreme
Bayesian Modelling of Extremal Dependence in Time Series

    Statements

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

    Identifiers

    swMATH work ID
    19305
    0 references
    CRAN project
    tsxtreme
    0 references
     
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