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tsxtreme

0.3.4Package record

Bayesian Modelling of Extremal Dependence in Time Series

0packages depend
2.3Kdownloads / year
–test coverage
13/13flavors OK

Overview

About

Characterisation of the extremal dependence structure of time series, avoiding pre-processing and filtering as done typically with peaks-over-threshold methods. It uses the conditional approach of Heffernan and Tawn (2004) DOI:10.1111/j.1467-9868.2004.02050.x which is very flexible in terms of extremal and asymptotic dependence structures, and Bayesian methods improve efficiency and allow for deriving measures of uncertainty. For example, the extremal index, related to the size of clusters in time, can be estimated and samples from its posterior distribution obtained.

Changes in 0.3.4
  • fixed an error due to _R_CXX_USE_NO_REMAP_=true becoming standard.
  • updated the NEWS file not conforming to the new accepted format

From NEWS.md in the release

Install

Health

CRAN checks
13OK
Slowest check: 2.3 min · r-devel-windows-x86_64
Status changes
  • OK13 OK2026-08-04
  • NOTE12 OK, 1 NOTE2026-08-01
  • OK13 OK2026-06-09
  • ERROR12 OK, 1 ERROR2026-06-08
  • OK14 OK2026-03-10
Advisories

none known

Documentation

In release 0.3.4
READMEYes · 605 wordsVignettesNoNEWSYes · 100% structured · mentions 0.3.4Citation fileYes · cites a publicationWebsitenot declared in DESCRIPTION
Help pages
11includes a package overview page
Examples that run
100%7 run in a plain check
Exported functions with examples
70%
Documented parameters
90%
Return-value docs
90%
Help pages citing references
9%

Downloads

2.3K
CRAN downloads in the past year
Rank #20,144 · ~6/day · ~191/mo
Daily download trend is not available in this view yet.
27030 days
64590 days
2.3K1 year
Compare downloads with other packages →
Also on341 r2u7 autocran

Dependencies

Declared dependencies
3 external dependencies (excludes base and recommended)

Installing tsxtreme adds 3 packages (2 with compiled code, 2.4 MB of source tarballs). Heaviest: mvtnorm 1.0 MB, evd 898 KB, tictoc 516 KB.

Depends (0)
none
Imports (6)
evdmvtnormstatsMASSgraphicstictoc
LinkingTo (0)
none
Suggests (0)
none
Enhances (0)
none
Reverse dependencies
0direct
0indirect

Nothing depends on this yet.

People & History

People (1)
Author, Maintainer since 0.3 (2017), Copyright holder
Releases (5)

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
  • 0.3.4Latest
    record
    2024-10-01 · current release · diff ↗
  • R
    R 4.4.0 released · 2024-04-24
  • R
    R 4.3.0 released · 2023-04-21
  • R
    R 4.2.0 released · 2022-04-22
  • R
    R 4.1.0 released · 2021-05-18
  • 0.3.3
    record
    2021-04-23 · diff ↗
  • R
    R 4.0.0 released · 2020-04-24
  • R
    R 3.6.0 released · 2019-04-26
  • 0.3.2
    record
    2018-12-22 · diff ↗
  • R
    R 3.5.0 released · 2018-04-23
  • R
    R 3.4.0 released · 2017-04-21
  • 0.3.1
    record
    2017-03-23 · diff ↗
  • 0.3
    record
    2017-03-14
  • R
    R 3.3.0 released · 2016-05-03

Package metadata

First published
2017-03-14
Total releases
5 / 9 yrs
License
GPL (>= 2) OSI
Download size
47 KB

Cite

Cite this package

Run in R for the authors' preferred citation:

citation("tsxtreme")

The package provides a citation file that builds its entry when R runs it. Run citation() to see it.

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 tsxtreme version 0.3.4 [Data set]. HJJB, LLC. Data release v2026-10-18. https://doi.org/10.5281/zenodo.21843040

From data release v2026-10-18, which the citation names so these numbers can be found later. More on citing and the projects behind them.

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