Package: lite
Title: Likelihood-Based Inference for Time Series Extremes
Version: 1.1.1
Date: 2024-07-17
Authors@R: person(c("Paul", "J."), "Northrop", email = "p.northrop@ucl.ac.uk",
  role = c("aut", "cre", "cph"))
Description: Performs likelihood-based inference for stationary time series 
    extremes.  The general approach follows Fawcett and Walshaw (2012)
    <doi:10.1002/env.2133>.  Marginal extreme value inferences are adjusted for 
    cluster dependence in the data using the methodology in Chandler and Bate 
    (2007) <doi:10.1093/biomet/asm015>, producing an adjusted log-likelihood 
    for the model parameters.  A log-likelihood for the extremal index is 
    produced using the K-gaps model of Suveges and Davison (2010) 
    <doi:10.1214/09-AOAS292>. These log-likelihoods are combined to make 
    inferences about extreme values. Both maximum likelihood and Bayesian 
    approaches are available.
Imports: chandwich, exdex, graphics, revdbayes, rust, sandwich, stats
License: GPL (>= 2)
Encoding: UTF-8
Depends: R (>= 3.3.0)
RoxygenNote: 7.2.3
Suggests: knitr, rmarkdown, testthat (>= 3.0.0)
VignetteBuilder: knitr
URL: https://paulnorthrop.github.io/lite/,
        https://github.com/paulnorthrop/lite
BugReports: https://github.com/paulnorthrop/lite/issues
Config/testthat/edition: 3
NeedsCompilation: no
Packaged: 2024-07-17 18:01:52 UTC; Paul
Author: Paul J. Northrop [aut, cre, cph]
Maintainer: Paul J. Northrop <p.northrop@ucl.ac.uk>
Repository: CRAN
Date/Publication: 2024-07-17 18:20:02 UTC
Built: R 4.6.0; ; 2026-04-26 19:28:08 UTC; unix
