Package index • lite

Package

lite lite-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