| Name : R-exdex
| |
| Version : 1.2.3
| Vendor : obs://build_opensuse_org/devel:languages:R
|
| Release : 1.17
| Date : 2024-10-11 22:10:49
|
| Group : Development/Libraries/Other
| Source RPM : R-exdex-1.2.3-1.17.src.rpm
|
| Size : 0.99 MB
| |
| Packager : (none)
| |
| Summary : Estimation of the Extremal Index
|
Description :
Performs frequentist inference for the extremal index of a stationary
time series. Two types of methodology are used. One type is based on
a model that relates the distribution of block maxima to the marginal
distribution of series and leads to the semiparametric maxima
estimators described in Northrop (2015) < doi:10.1007/s10687-015-0221-5>
and Berghaus and Bucher (2018) < doi:10.1214/17-AOS1621>. Sliding block
maxima are used to increase precision of estimation. A graphical block
size diagnostic is provided. The other type of methodology uses a
model for the distribution of threshold inter-exceedance times (Ferro
and Segers (2003) < doi:10.1111/1467-9868.00401>). Three versions of
this type of approach are provided: the iterated weight least squares
approach of Suveges (2007) < doi:10.1007/s10687-007-0034-2>, the K-gaps
model of Suveges and Davison (2010) < doi:10.1214/09-AOAS292> and a
similar approach of Holesovsky and Fusek (2020)
< doi:10.1007/s10687-020-00374-3> that we refer to as D-gaps. For the
K-gaps and D-gaps models this package allows missing values in the
data, can accommodate independent subsets of data, such as monthly or
seasonal time series from different years, and can incorporate
information from right-censored inter-exceedance times. Graphical
diagnostics for the threshold level and the respective tuning
parameters K and D are provided.
|
RPM found in directory: /packages/linux-pbone/ftp5.gwdg.de/pub/opensuse/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Tumbleweed/x86_64 |
Hmm ... It's impossible ;-) This RPM doesn't exist on any FTP server
Provides :
R-exdex
R-exdex(x86-64)
Requires :
