Thresholding Bursty Time Series


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Documentation for package ‘CTRE’ version 0.1.0

Help Pages

CTRE-package Continuous Time Random Exceedances
acf Autocorrelation function
acf.ctre Autocorrelation function
bitcoin Bitcoin trading data
CTRE Continuous Time Random Exceedances
ctre CTRE model
empcopula Plot empirical copula
flares Solar flare data
interarrival Get inter-arrival times
length.ctre Get length of underlying time series
magnitudes Extract event magnitudes
MLestimates Mittag-Leffler estimates for varying thresholds
mlqqplot Mittag-Leffler QQ Plot
plot.ctre Plot a ctre object
qqestplot_static Static QQ Plot estimator
runCTREshiny Run a shiny app to explore a CTRE model fit
seaquakes Coral Sea Earthquake Data
thin Apply a higher threshold to a CTRE process
time Sampling Times of Time Series
time.ctre Sampling Times of Time Series