Package

lite-package _PACKAGE

lite: Likelihood-Based Inference for Time Series Extremes

Model fitting

blite()

Bayesian threshold-based inference for time series extremes

flite()

Frequentist threshold-based inference for time series extremes

fitGP() coef(<GP>) vcov(<GP>) nobs(<GP>) logLik(<GP>) gpObsInfo()

Frequentist inference for the generalised Pareto distribution

fitBernoulli() coef(<Bernoulli>) vcov(<Bernoulli>) nobs(<Bernoulli>) logLik(<Bernoulli>)

Frequentist inference for the Bernoulli distribution

Extreme value inferences

predict(<blite>)

Predictive inference for the largest value observed in \(N\) years.

returnLevel()

Frequentist threshold-based inference for return levels

Generics

plot(<blite>) coef(<blite>) vcov(<blite>) nobs(<blite>) summary(<blite>) print(<summary.blite>) confint(<blite>)

Methods for objects of class "blite"

plot(<flite>) coef(<flite>) vcov(<flite>) nobs(<flite>) logLik(<flite>) summary(<flite>) print(<summary.flite>) confint(<flite>)

Methods for objects of class "flite"

plot(<returnLevel>) print(<returnLevel>) summary(<returnLevel>) print(<summary.returnLevel>)

Methods for objects of class "returnLevel"

Log-likelihood adjustment

estfun(<Bernoulli>) estfun(<GP>)

Functions for the estfun method

logLikVector() logLik(<logLikVector>)

Functions for log-likelihood contributions