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lite

1.1.1

Likelihood-Based Inference for Time Series Extremes

0packages depend
3.1Kdownloads / year
64.9%test coverage
13/13checks pass

Overview

About
Maintained by Paul J. NorthropFirst published 2022-04-083 releasesCRAN page ↗GitHub ↗

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

CRAN checks
13OK
Slowest check: 3.5 min · r-oldrel-windows-x86_64
Code health
Yes
Tests · ratio 0.13
64.9%
Coverage · measured lines
100%
Documentation · exports
7
Dependencies · direct
Check history
  • OK2026-08-05
    13 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
  • NOTE2026-08-01
    12 OK · 1 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
  • OK2026-03-10
    14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE

Documentation

Documentation
READMEYes · 377 wordsVignettesYes · dynamicpkgdown siteNoNEWSYes · 100% structuredCode of conductNoContributing guideNo
Examples that run
100%
Documented parameters
84%
Return-value docs
100%
References docs
31%

Downloads

3.1K
CRAN downloads in the past year
Rank #18,716 · ~9/day · ~261/mo
Daily download trend is not available in this view yet.
14630 days
59090 days
3.1K1 year
Compare downloads with other packages →
Also on99 r2u14 autocran

Repository

Repository
3Stars
0Forks
0Open issues
0Open PRs
3Releases
279Commits
1Contributors
extremesclusteredtime-seriesextremal-indexextreme-value-statisticsthresholdlikelihoodlog-likelihood
License GPL-3.0 · 279 commits · Last activity 2026-01-24

Stars over time

2023-02-14 · 22026-07-07 · 3

Repository practices

Upstream repositoryBeta

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.

Continuous integration (1)
GitHub Actions
CRAN release process (1)
cran-comments.md
Docs source (1)
README.Rmd
Lint, format, editor (1)
RStudio project
How this is detected·Detection ruleset v1 (2026-07-18)

Dependencies

Declared dependencies
8 external dependencies (excludes base and recommended)
Depends (1)
R >= 3.3.0
Imports (7)
LinkingTo (0)
none
Enhances (0)
none
Reverse dependencies
0direct
0indirect

Nothing depends on this yet.

Code & Tests

People & History

People (1)
Maintainer (1)
Author, Maintainer, Copyright holder
Authors (1)
Author, Maintainer, Copyright holder
Copyright holders (1)
Author, Maintainer, Copyright holder
Listed in earlier versions (1)
no longer listed · 1.0.0 to 1.1.1
Package Timeline

3 releases. Pick two to compare their code metrics. R releases are shown for context.

  • R
    R 4.6.0 released · 2026-04-24
  • R
    R 4.5.0 released · 2025-04-11
  • 1.1.1Latest
    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
    2023-01-27 · diff ↗
  • R
    R 4.2.0 released · 2022-04-22
  • 1.0.0
    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
Installed size
not tracked yet
With dependencies
not tracked yet

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 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.

APA

Balamuta, J. J. (2026). R Observatory: Metrics for lite version 1.1.1 [Data set]. HJJB, LLC. Data release v2026-08-15. https://doi.org/10.5281/zenodo.21843040

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.

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