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Likelihood-Based Inference for Time Series Extremes

0packages depend
2.6Kdownloads / year
64.9%test coverage
13/13flavors OK

Overview

About

Performs likelihood-based inference for stationary time series extremes. The general approach follows Fawcett and Walshaw (2012) doi:10.1002/env.2133. Marginal extreme value inferences are adjusted for cluster dependence in the data using the methodology in Chandler and Bate (2007) doi:10.1093/biomet/asm015, producing an adjusted log-likelihood for the model parameters. A log-likelihood for the extremal index is produced using the K-gaps model of Suveges and Davison (2010) doi:10.1214/09-AOAS292. These log-likelihoods are combined to make inferences about extreme values. Both maximum likelihood and Bayesian approaches are available.

Changes in 1.1.1

Bug fixes and minor improvements

  • Fixed 2 \link{} targets with missing (exdex) package anchors in Rd files for blite() and flite()

From NEWS.md in the release

Install

Health

CRAN checks
13OK
Slowest check: 3.8 min · r-oldrel-windows-x86_64
Status changes
  • OK13 OK2026-08-05
  • NOTE12 OK, 1 NOTE2026-08-01
  • OK14 OK2026-03-10
Advisories

none known

Documentation

In release 1.1.1
READMEYes · 377 wordsVignettesYes · 2 · staticNEWSYes · 100% structured · mentions 1.1.1Citation fileNoWebsiteYes · pkgdown
Help pages
13 (1 internal)includes a package overview page
Examples that run
100%8 run in a plain check
Exported functions with examples
100%
Documented parameters
84%
Return-value docs
100%
Help pages citing references
31%

Downloads

2.6K
CRAN downloads in the past year
Rank #16,366 · ~7/day · ~219/mo
Daily download trend is not available in this view yet.
26530 days
77590 days
2.6K1 year
Compare downloads with other packages →
Also on67 r2u3 autocran

Repository

3Stars
0Forks
0Open issues
0Open PRs
3Releases
279Commits
1Commit identities
extremesclusteredtime-seriesextremal-indexextreme-value-statisticsthresholdlikelihoodlog-likelihood
License file reads as GPL-3.0 · 279 commits · Last activity 2026-01-24
Responsiveness
not measured

Stars over time

2023-02-14 · 22026-07-07 · 3
PracticesBeta

8 development-tooling and community-health practices detected across 5 families in the upstream repository

Checks run against github.com/paulnorthrop/lite on 2026-10-25.

Continuous integration (2)
GitHub ActionsR CMD check workflow

The R CMD check workflow runs on Linux, macOS and Windows, and on R-devel

Docs source (3)
README.Rmdpkgdown

GitHub Pages site last deployed 2026-01-24

Coverage (1)
Coverage reporting
CRAN release process (1)
cran-comments.md
Show all practicesHide 1 practice
Lint, format, editor (1)
RStudio project
How this is detected·Detection ruleset v4 (2026-10-20)

Dependencies

Declared dependencies
8 external dependencies (excludes base and recommended)

Installing lite adds 52 packages (30 with compiled code, 45 MB of source tarballs). Heaviest: stringi 11 MB, ggplot2 6.0 MB, bayesplot 5.0 MB.

Depends (1)
R >= 3.3.0
Imports (7)
LinkingTo (0)
none
Enhances (0)
none
Reverse dependencies
0direct
0indirect

Nothing depends on this yet.

People & History

People (1)
Author, Maintainer since 1.0.0 (2022), Copyright holder
Listed in earlier versions (1)
Paul J.
no longer listed · 1.0.0 to 1.1.1
Releases (3)

Pick two releases to compare their code metrics.

  • R
    R 4.6.0 released · 2026-04-24
  • R
    R 4.5.0 released · 2025-04-11
  • 1.1.1Latest
    record
    2024-07-17 · current release · diff ↗
  • R
    R 4.4.0 released · 2024-04-24
  • R
    R 4.3.0 released · 2023-04-21
  • 1.1.0
    record
    2023-01-27 · diff ↗ ·
    added 1 export
    blite
  • R
    R 4.2.0 released · 2022-04-22
  • 1.0.0
    record
    2022-04-08
  • R
    R 4.1.0 released · 2021-05-18

Package metadata

First published
2022-04-08
Total releases
3 / 4 yrs
License
GPL (>= 2) OSI
Minimum R
≥ 3.3.0
Download size
120 KB

Cite

Cite this package

Run in R for the authors' preferred citation:

citation("lite")
Northrop, P. J. (2024). lite: Likelihood-Based Inference for Time Series Extremes (Version 1.1.1) [Computer software]. https://doi.org/10.32614/CRAN.package.lite

This package has no citation file, so citation() returns this entry built from DESCRIPTION.

Cite the R Observatory

For a number measured here: a download total, a coverage figure, an archival date.

APA

Balamuta, J. J. (2026). R Observatory: Metrics for lite version 1.1.1 [Data set]. HJJB, LLC. Data release v2026-10-26. https://doi.org/10.5281/zenodo.21843040

From data release v2026-10-26, which the citation names so these numbers can be found later. More on citing and the projects behind them.

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