Likelihood-Based Inference for Time Series Extremes


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Documentation for package ‘lite’ version 1.0.0

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Bernoulli Frequentist inference for the Bernoulli distribution
coef.Bernoulli Frequentist inference for the Bernoulli distribution
coef.flite Methods for objects of class '"flite"'
coef.GP Frequentist inference for the generalised Pareto distribution
estfun Functions for the 'estfun' method
estfun.Bernoulli Functions for the 'estfun' method
estfun.GP Functions for the 'estfun' method
fitBernoulli Frequentist inference for the Bernoulli distribution
fitGP Frequentist inference for the generalised Pareto distribution
flite Frequentist threshold-based inference for time series extremes
fliteMethods Methods for objects of class '"flite"'
generalisedPareto Frequentist inference for the generalised Pareto distribution
gpObsInfo Frequentist inference for the generalised Pareto distribution
lite lite: Likelihood-Based Inference for Time Series Extremes
logLik.Bernoulli Frequentist inference for the Bernoulli distribution
logLik.flite Methods for objects of class '"flite"'
logLik.GP Frequentist inference for the generalised Pareto distribution
logLik.logLikVector Functions for log-likelihood contributions
logLikVector Functions for log-likelihood contributions
logLikVector.Bernoulli Functions for log-likelihood contributions
logLikVector.GP Functions for log-likelihood contributions
nobs.Bernoulli Frequentist inference for the Bernoulli distribution
nobs.flite Methods for objects of class '"flite"'
nobs.GP Frequentist inference for the generalised Pareto distribution
plot.flite Methods for objects of class '"flite"'
plot.returnLevel Methods for objects of class '"returnLevel"'
print.returnLevel Methods for objects of class '"returnLevel"'
print.summary.flite Methods for objects of class '"flite"'
print.summary.returnLevel Methods for objects of class '"returnLevel"'
returnLevel Frequentist threshold-based inference for return levels
returnLevelMethods Methods for objects of class '"returnLevel"'
summary.flite Methods for objects of class '"flite"'
summary.returnLevel Methods for objects of class '"returnLevel"'
vcov.Bernoulli Frequentist inference for the Bernoulli distribution
vcov.flite Methods for objects of class '"flite"'
vcov.GP Frequentist inference for the generalised Pareto distribution