CTRE-package
Continuous Time Random Exceedances
MLestimates()
Mittag-Leffler estimates for varying thresholds
acf()
Autocorrelation function
acf(<ctre>)
bitcoin
Bitcoin trading data
ctre()
CTRE model
empcopula()
Plot empirical copula
flares
Solar flare data
interarrival()
Get inter-arrival times
length(<ctre>)
Get length of underlying time series
magnitudes()
Extract event magnitudes
mlqqplot()
Mittag-Leffler QQ Plot
plot(<ctre>)
Plot a ctre object
qqestplot_static()
Static QQ Plot estimator
runCTREshiny()
Run a shiny app to explore a CTRE model fit
seaquakes
Coral Sea Earthquake Data
thin()
Apply a higher threshold to a CTRE process
time()
Sampling Times of Time Series