lite
1.1.1Likelihood-Based Inference for Time Series Extremes
Overview
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.
Install
Health
- OK2026-08-0513 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
- NOTE2026-08-0112 OK · 1 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
- OK2026-03-1014 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
Documentation
- Examples that run
- 100%
- Documented parameters
- 84%
- Return-value docs
- 100%
- References docs
- 31%
Downloads
Repository
Stars over time
Releases over time
Repository practices
4 development-tooling and community-health practices detected across 4 families in the upstream repository
Checks run against github.com/paulnorthrop/lite on 2026-08-09.
Dependencies
Nothing depends on this yet.
Code & Tests
People & History
3 releases. Pick two to compare their code metrics. R releases are shown for context.
- RR 4.6.0 released · 2026-04-24
- RR 4.5.0 released · 2025-04-11
- 1.1.1Latest
- RR 4.4.0 released · 2024-04-24
- RR 4.3.0 released · 2023-04-21
- 1.1.02023-01-27 · diff ↗
- RR 4.2.0 released · 2022-04-22
- 1.0.02022-04-08
- RR 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
- Installed size
- not tracked yet
- With dependencies
- not tracked yet
Cite
Cite this package
Run in R for the authors' preferred citation:
citation("lite")This is what citation() produces when a package has no citation file of its own. If it prints something else, use that.
Cite the R Observatory
For a number measured here: a download total, a coverage figure, an archival date.
From data release v2026-08-15, which the citation names so these numbers can be found later. More on citing and the projects behind them.