DESCRIPTION

Package: lite
Title: Likelihood-Based Inference for Time Series Extremes
Version: 1.1.1
Date: 2024-07-17
Authors@R: person(c("Paul", "J."), "Northrop", email = "p.northrop@ucl.ac.uk",
  role = c("aut", "cre", "cph"))
Description: 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.
Imports: chandwich,
    exdex,
    graphics,
    revdbayes,
    rust,
    sandwich,
    stats
License: GPL (>= 2)
Encoding: UTF-8
Depends:
    R (>= 3.3.0)
RoxygenNote: 7.2.3
Suggests: 
    knitr,
    rmarkdown,
    testthat (>= 3.0.0)
VignetteBuilder: knitr
URL: https://paulnorthrop.github.io/lite/, https://github.com/paulnorthrop/lite
BugReports: https://github.com/paulnorthrop/lite/issues
Config/testthat/edition: 3