extremogram
Estimation of Extreme Value Dependence for Time Series Data
v1.0.2
·
Oct 8, 2016
·
GPL-3
Description
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.
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| Flavor | Status |
|---|---|
| r-devel-linux-x86_64-debian-clang | NOTE |
| r-devel-linux-x86_64-debian-gcc | NOTE |
| r-devel-linux-x86_64-fedora-clang | OK |
| r-devel-linux-x86_64-fedora-gcc | OK |
| r-devel-macos-arm64 | OK |
| r-devel-windows-x86_64 | OK |
| r-oldrel-macos-arm64 | OK |
| r-oldrel-macos-x86_64 | OK |
| r-oldrel-windows-x86_64 | OK |
| r-patched-linux-x86_64 | OK |
| r-release-linux-x86_64 | OK |
| r-release-macos-arm64 | OK |
| r-release-macos-x86_64 | OK |
| r-release-windows-x86_64 | OK |
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r-devel-linux-x86_64-debian-clang
CRAN incoming feasibility
Maintainer: ‘Nadezda Frolova <nfrolova@ualberta.ca>’
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family = "Frolova",
role = c("aut", "cre"),
email = "nfrolova@ualberta.ca"),
person(given = "Ivor",
family = "Cribben",
role = "aut"))
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r-devel-linux-x86_64-debian-gcc
CRAN incoming feasibility
Maintainer: ‘Nadezda Frolova <nfrolova@ualberta.ca>’
No Authors@R field in DESCRIPTION.
Please add one, modifying
Authors@R: c(person(given = "Nadezda",
family = "Frolova",
role = c("aut", "cre"),
email = "nfrolova@ualberta.ca"),
person(given = "Ivor",
family = "Cribben",
role = "aut"))
as necessary.
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NOTE 12 OK · 2 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 10, 2026
NOTE
r-devel-linux-x86_64-debian-clang
CRAN incoming feasibility
Maintainer: ‘Nadezda Frolova <nfrolova@ualberta.ca>’
No Authors@R field in DESCRIPTION.
Please add one, modifying
Authors@R: c(person(given = "Nadezda",
family = "Frolova",
role = c("aut", "cre"),
email = "nfrolova@ualberta.ca"),
person(given = "Ivor",
family = "Cribben",
role = "aut"))
as necessary.
NOTE
r-devel-linux-x86_64-debian-gcc
CRAN incoming feasibility
Maintainer: ‘Nadezda Frolova <nfrolova@ualberta.ca>’
No Authors@R field in DESCRIPTION.
Please add one, modifying
Authors@R: c(person(given = "Nadezda",
family = "Frolova",
role = c("aut", "cre"),
email = "nfrolova@ualberta.ca"),
person(given = "Ivor",
family = "Cribben",
role = "aut"))
as necessary.