[R-pkgs] New package CTRE modelling Bursty Extremes
Peter Straka
p@@tr@k@ @ending from un@w@edu@@u
Tue May 15 10:07:39 CEST 2018
Dear useRs,
the R package CTRE has been released on CRAN. It models *extreme values in
bursty time series*.
Unlike extreme value cluster models, CTRE assumes heavy-tailed
inter-arrival times, which directly produce bursty dynamics.
For more details, see the blog post at <
https://strakaps.github.io/post/ctre-package/>. It features a shiny app
loaded with sample datasets.
For the full picture, see the CTRE paper: <
https://strakaps.github.io/bursty-POT/>
The package web page is at <https://strakaps.github.io/CTRE/> (thanks to
pkgdown).
Thank you all and best wishes,
Peter Straka
@strakaps
*Senior Research Fellow in Statistics (DECRA)*
School of Mathematics & Statistics <https://www.maths.unsw.edu.au/> |
Faculty of Science
UNSW SYDNEY NSW 2052 AUSTRALIA
E: p.straka at unsw.edu.au
W: strakaps.github.io
Z: https://unsw.zoom.us/j/5204286354
ORCID: 0000-0003-1735-4676 <http://orcid.org/0000-0003-1735-4676>
CRICOS Provider Code 00098G
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