Likelihood-Based Inference for Time Series Extremes

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Documentation for package ‘lite’ version 1.0.0

• DESCRIPTION file.
• User guides, package vignettes and other documentation.

Help Pages

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