R: Estimation of Extreme Value Dependence for Time Series Data

# Estimation of Extreme Value Dependence for Time Series Data

## Documentation for package ‘extremogram’ version 1.0.2

- DESCRIPTION file

## Help Pages

extremogram-package | extremogram
bootconf1 | Confidence bands for the sample univariate extremogram
bootconf2 | Confidence bands for the sample cross extremogram
bootconfr | Confidence bands for the sample return time extremogram
extremogram | extremogram
extremogram1 | Sample univariate extremogram
extremogram2 | Sample cross extremogram
extremogramr | Sample return time extremogram
permfn1 | Confidence bands for the sample univariate extremogram
permfn2 | Confidence bands for the sample cross extremogram
permfnr | Confidence bands for the sample return time extremogram