{ "_id": "6a229e5ccd65a98ecbd5804e", "Package": "tsxtreme", "Type": "Package", "Title": "Bayesian Modelling of Extremal Dependence in Time Series", "Version": "0.3.4", "Date": "2024-09-30", "Authors@R": "person(\"Thomas\", \"Lugrin\", role = c(\"aut\", \"cre\", \"cph\"), email = \"thomas.lugrin@alumni.epfl.ch\")", "Description": "Characterisation of the extremal dependence structure of\ntime series, avoiding pre-processing and filtering as done\ntypically with peaks-over-threshold methods. It uses the\nconditional approach of Heffernan and Tawn (2004)\n which is very flexible\nin terms of extremal and asymptotic dependence structures, and\nBayesian methods improve efficiency and allow for deriving\nmeasures of uncertainty. For example, the extremal index,\nrelated to the size of clusters in time, can be estimated and\nsamples from its posterior distribution obtained.", "License": "GPL (>=2)", "NeedsCompilation": "yes", "Repository": "https://tlugrin.r-universe.dev", "Date/Publication": "2025-03-11 19:33:48 UTC", "RemoteUrl": "https://github.com/tlugrin/tsxtreme", "RemoteRef": "HEAD", "RemoteSha": "3fad3666227efdbb6b1af577454747e3e891e854", "Packaged": { "Date": "2026-06-05 09:56:04 UTC", "User": "root" }, "Author": "Thomas Lugrin [aut, cre, cph]", "Maintainer": "Thomas Lugrin ", "MD5sum": "d06baa53fef54fc222c4aae0910988d8", "_user": "tlugrin", "_type": "src", "_file": "tsxtreme_0.3.4.tar.gz", "_fileid": "9f1d2e2055b4db471a82865b826d439c60b7d28c341acf19561ad609a5c53608", "_filesize": 268177, "_sha256": "9f1d2e2055b4db471a82865b826d439c60b7d28c341acf19561ad609a5c53608", "_created": "2026-06-05T09:56:04.000Z", "_published": "2026-06-05T10:01:00.864Z", "_distro": "noble", "_jobs": [ { "job": 79705222079, "time": 105, "config": "linux-devel-arm64", "r": "4.7.0", "check": "OK", "artifact": "7433872130" }, { "job": 79705222065, "time": 111, "config": "linux-devel-x86_64", "r": "4.7.0", "check": "OK", "artifact": "7433872937" }, { "job": 79705222055, "time": 108, "config": "linux-release-arm64", "r": "4.6.0", "check": "OK", "artifact": "7433873212" }, { "job": 79705222085, "time": 97, "config": "linux-release-x86_64", "r": "4.6.0", "check": "OK", "artifact": "7433868586" }, { "job": 79705222040, "time": 168, "config": "macos-oldrel-arm64", "r": "4.5.3", "check": "OK", "artifact": "7433879864" }, { "job": 79705222054, "time": 242, "config": "macos-oldrel-x86_64", "r": "4.5.3", "check": "OK", "artifact": "7433906350" }, { "job": 79705222031, "time": 142, "config": "macos-release-arm64", "r": "4.6.0", "check": "OK", "artifact": "7433874417" }, { "job": 79705222042, "time": 193, "config": "macos-release-x86_64", "r": "4.6.0", "check": "OK", "artifact": "7433891517" }, { "job": 79704837314, "time": 154, "config": "source", "r": "4.6.0", "check": "OK", "artifact": "7433837704" }, { "job": 79705222007, "time": 92, "config": "wasm-release", "r": "4.6.0", "check": "OK", "artifact": "7433867230" }, { "job": 79705222037, "time": 80, "config": "windows-devel", "r": "4.7.0", "check": "OK", "artifact": "7433863287" }, { "job": 79705222005, "time": 77, "config": "windows-oldrel", "r": "4.5.3", "check": "OK", "artifact": "7433862552" }, { "job": 79705222020, "time": 92, "config": "windows-release", "r": "4.6.0", "check": "OK", "artifact": "7433867087" } ], "_buildurl": "https://github.com/r-universe/tlugrin/actions/runs/27008136317", "_status": "success", "_host": "GitHub-Actions", "_upstream": "https://github.com/tlugrin/tsxtreme", "_commit": { "id": "3fad3666227efdbb6b1af577454747e3e891e854", "author": "Thomas Lugrin ", "committer": "Thomas Lugrin ", "message": "Merge branch 'hotfix/no-remap'\n", "time": 1741721628 }, "_maintainer": { "name": "Thomas Lugrin", "email": "thomas.lugrin@alumni.epfl.ch", "login": "tlugrin", "description": "", "uuid": 35079233 }, "_registered": true, "_dependencies": [ { "package": "evd", "role": "Imports" }, { "package": "mvtnorm", "role": "Imports" }, { "package": "stats", "role": "Imports" }, { "package": "MASS", "role": "Imports" }, { "package": "graphics", "role": "Imports" }, { "package": "tictoc", "role": "Imports" } ], "_owner": "tlugrin", "_selfowned": true, "_usedby": 0, "_updates": [], "_tags": [], "_stars": 0, "_contributors": [ { "user": "tlugrin", "count": 8, "uuid": 35079233 } ], "_userbio": { "uuid": 35079233, "type": "user", "name": "Thomas Lugrin" }, "_downloads": { "count": 155, "source": "https://cranlogs.r-pkg.org/downloads/total/last-month/tsxtreme" }, "_devurl": "https://github.com/tlugrin/tsxtreme", "_searchresults": 7, "_topics": [ "cpp" ], "_rbuild": "4.6.0", "_assets": [ "extra/citation.cff", "extra/citation.html", "extra/citation.json", "extra/citation.txt", "extra/contents.json", "extra/NEWS.html", "extra/NEWS.txt", "extra/readme.html", "extra/readme.md", "extra/tsxtreme.html", "manual.pdf" ], "_homeurl": "https://github.com/tlugrin/tsxtreme", "_realowner": "tlugrin", "_cranurl": true, "_releases": [ { "version": "0.3", "date": "2017-03-14" }, { "version": "0.3.1", "date": "2017-03-23" }, { "version": "0.3.2", "date": "2018-12-22" }, { "version": "0.3.3", "date": "2021-04-23" }, { "version": "0.3.4", "date": "2024-09-30" } ], "_exports": [ "bayesparams", "chifit", "dep2fit", "depfit", "dlapl", "is.bayesfit", "is.bayesparams", "is.depmeasure", "is.stepfit", "plapl", "qlapl", "rlapl", "stepfit", "theta2fit", "thetafit", "thetaruns" ], "_help": [ { "page": "tsxtreme-package", "title": "Bayesian Modelling of Extremal Dependence in Time Series", "topics": [ "tsxtreme-package", "tsxtreme" ] }, { "page": "bayesfit", "title": "Traces from MCMC output", "topics": [ "bayesfit", "is.bayesfit", "plot.bayesfit", "print.bayesfit", "summary.bayesfit" ] }, { "page": "bayesparams", "title": "Parameters for the semi-parametric approach", "topics": [ "bayesparams", "is.bayesparams", "print.bayesparams", "summary.bayesparams" ] }, { "page": "dep2fit", "title": "Dependence model fit (stepwise)", "topics": [ "dep2fit" ] }, { "page": "depfit", "title": "Dependence model fit", "topics": [ "depfit" ] }, { "page": "depmeasure", "title": "Dependence measures estimates", "topics": [ "depmeasure", "is.depmeasure", "plot.depmeasure", "print.depmeasure", "summary.depmeasure" ] }, { "page": "etfit", "title": "Estimate dependence measures", "topics": [ "chifit", "depmeasures", "thetafit" ] }, { "page": "densities", "title": "The Laplace Distribution", "topics": [ "dlapl", "plapl", "qlapl", "rlapl" ] }, { "page": "stepfit", "title": "Estimates from stepwise fit", "topics": [ "is.stepfit", "plot.stepfit", "print.stepfit", "stepfit", "summary.stepfit" ] }, { "page": "et2fit", "title": "Fit time series extremes", "topics": [ "theta2fit" ] }, { "page": "empfit", "title": "Runs estimator", "topics": [ "thetaruns" ] } ], "_readme": "https://github.com/tlugrin/tsxtreme/raw/HEAD/README.md", "_rundeps": [ "evd", "MASS", "mvtnorm", "tictoc" ], "_sysdeps": [ { "shlib": "libstdc++", "package": "libstdc++6", "source": "gcc", "version": "14.2.0-4ubuntu2~24.04.1", "name": "c++", "homepage": "http://gcc.gnu.org/", "description": "GNU Standard C++ Library v3" } ], "_score": 2.6989700043360187, "_indexed": true, "_nocasepkg": "tsxtreme", "_universes": [ "tlugrin" ], "_binaries": [ { "r": "4.7.0", "os": "linux", "version": "0.3.4", "date": "2026-06-05T09:58:02.000Z", "distro": "noble", "arch": "aarch64", "commit": "3fad3666227efdbb6b1af577454747e3e891e854", "fileid": "3f2663586c5c4890b8ac315bb9ac2994345b5682f57a125852e6cdec94022675", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/tlugrin/actions/runs/27008136317" }, { "r": "4.7.0", "os": "linux", "version": "0.3.4", "date": "2026-06-05T09:58:01.000Z", "distro": "noble", "arch": "x86_64", "commit": "3fad3666227efdbb6b1af577454747e3e891e854", "fileid": "0670ee3b4cea018c31fb1b572e4310a3ca6bd31e9976f9cc8f4a6ddb9a232583", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/tlugrin/actions/runs/27008136317" }, { "r": "4.6.0", "os": "linux", "version": "0.3.4", "date": "2026-06-05T09:58:05.000Z", "distro": "noble", "arch": "aarch64", "commit": "3fad3666227efdbb6b1af577454747e3e891e854", "fileid": "5dd3f8234af2a9d2e46021e9b84012226fb84cf893198df9d9e5b54e160d909a", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/tlugrin/actions/runs/27008136317" }, { "r": "4.6.0", "os": "linux", "version": "0.3.4", "date": "2026-06-05T09:57:49.000Z", "distro": "noble", "arch": "x86_64", "commit": "3fad3666227efdbb6b1af577454747e3e891e854", "fileid": "17047e4269f70aaa465a06b59b586afe7b7248797274bbe21119818f8caa1dbf", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/tlugrin/actions/runs/27008136317" }, { "r": "4.5.3", "os": "mac", "version": "0.3.4", "date": "2026-06-05T09:58:25.000Z", "arch": "aarch64", "commit": "3fad3666227efdbb6b1af577454747e3e891e854", "fileid": "a52a0d47ff1b3360e69e4dda07b0a6fb70d51c9a55442b0301658924e02748f3", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/tlugrin/actions/runs/27008136317" }, { "r": "4.5.3", "os": "mac", "version": "0.3.4", "date": "2026-06-05T09:59:40.000Z", "arch": "x86_64", "commit": "3fad3666227efdbb6b1af577454747e3e891e854", "fileid": "f4cb5c6b32aaf2b8a1e576f7f63378e91382b314228071d2529d335e9a7b929d", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/tlugrin/actions/runs/27008136317" }, { "r": "4.6.0", "os": "mac", "version": "0.3.4", "date": "2026-06-05T09:58:02.000Z", "arch": "aarch64", "commit": "3fad3666227efdbb6b1af577454747e3e891e854", "fileid": "26186bb28e9ad9333b135d70cd0963ffb72ad8950dd8132c5c91aa0e00d54907", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/tlugrin/actions/runs/27008136317" }, { "r": "4.6.0", "os": "mac", "version": "0.3.4", "date": "2026-06-05T09:58:50.000Z", "arch": "x86_64", "commit": "3fad3666227efdbb6b1af577454747e3e891e854", "fileid": "8fdc9c2a9610d1961f7c2441322d783ba5715f03014623dd49c66b8ff490137c", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/tlugrin/actions/runs/27008136317" }, { "r": "4.6.0", "os": "wasm", "version": "0.3.4", "date": "2026-06-05T09:57:57.000Z", "arch": "emscripten", "commit": "3fad3666227efdbb6b1af577454747e3e891e854", "fileid": "4b6b36b402f0d820488abee21ed3197fc5330ac8993416edf9c2f90c0233f042", "status": "success", "buildurl": "https://github.com/r-universe/tlugrin/actions/runs/27008136317" }, { "r": "4.7.0", "os": "win", "version": "0.3.4", "date": "2026-06-05T09:57:17.000Z", "arch": "x86_64", "commit": "3fad3666227efdbb6b1af577454747e3e891e854", "fileid": "f988e95234bd8ed7ef800254642ff2e4dea8f9eb11f705c5cf6637077e29bb5e", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/tlugrin/actions/runs/27008136317" }, { "r": "4.5.3", "os": "win", "version": "0.3.4", "date": "2026-06-05T09:57:16.000Z", "arch": "x86_64", "commit": "3fad3666227efdbb6b1af577454747e3e891e854", "fileid": "1769fced2829ca470a59e17883fc166808ae0d3c105d1d622d1f8fb53ba2521e", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/tlugrin/actions/runs/27008136317" }, { "r": "4.6.0", "os": "win", "version": "0.3.4", "date": "2026-06-05T09:57:23.000Z", "arch": "x86_64", "commit": "3fad3666227efdbb6b1af577454747e3e891e854", "fileid": "30cfe6115709b7fffdefff56dc255cc8d0b7b0ba70f262e2522326809dfdd6d6", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/tlugrin/actions/runs/27008136317" } ] }