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 |