R: Bayesian Modelling of Extremal Dependence in Time Series

# Bayesian Modelling of Extremal Dependence in Time Series

## Documentation for package ‘tsxtreme’ version 0.3.4

- DESCRIPTION file
- Package NEWS
- Package README

## Help Pages

tsxtreme-package | Bayesian Modelling of Extremal Dependence in Time Series
bayesfit | Traces from MCMC output
bayesparams | Parameters for the semi-parametric approach
chifit | Estimate dependence measures
dep2fit | Dependence model fit (stepwise)
depfit | Dependence model fit
depmeasure | Dependence measures estimates
depmeasures | Estimate dependence measures
dlapl | The Laplace Distribution
is.bayesfit | Traces from MCMC output
is.bayesparams | Parameters for the semi-parametric approach
is.depmeasure | Dependence measures estimates
is.stepfit | Estimates from stepwise fit
plapl | The Laplace Distribution
plot.bayesfit | Traces from MCMC output
plot.depmeasure | Dependence measures estimates
plot.stepfit | Estimates from stepwise fit
print.bayesfit | Traces from MCMC output
print.bayesparams | Parameters for the semi-parametric approach
print.depmeasure | Dependence measures estimates
print.stepfit | Estimates from stepwise fit
qlapl | The Laplace Distribution
rlapl | The Laplace Distribution
stepfit | Estimates from stepwise fit
summary.bayesfit | Traces from MCMC output
summary.bayesparams | Parameters for the semi-parametric approach
summary.depmeasure | Dependence measures estimates
summary.stepfit | Estimates from stepwise fit
theta2fit | Fit time series extremes
thetafit | Estimate dependence measures
thetaruns | Runs estimator
tsxtreme | Bayesian Modelling of Extremal Dependence in Time Series