Get inter-arrival times

Extract inter-arrival times of threshold crossings from a ctre object

interarrival(ctre)

Arguments

ctre	The underlying ctre object

Examples

  library(magrittr)
  bitcoin %>% ctre() %>% thin(k=100) %>% interarrival
#>  [1]  33  59  35   8   1   2   1   2  11  60  81  90  72  17  59  51  10  85  59
#> [20]  15   9   3   7  26   1   1   1   4   1   1   5 109  10  69   1   3  11   7
#> [39]   2   1   3   1   1   2   3   1   1   1   1  19   3   4  43  29   3   1  36
#> [58]  42  16  53  61  33  21   7   3   1  15   6   1   7  19  26   9   6   3  43
#> [77] 108  15   2  15  48   4   3   3   2  35  25  15   2  36   4   5  28  40  10
#> [96]   6  11   2   1