Implementation of trawl processes and an extension of such processes into a univariate latent model for extreme values.
Inference, simulation and initialization tools are available. See Noven et al. (2018) which can be found on arXiv () .
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Valentin Courgeau, 9 months ago
Browse source code at
MIT + file LICENSE
Imports testthat, fExtremes, hypergeo, stats, ghyp, evir, eva
See at CRAN