Package: lite
Title: Likelihood-Based Inference for Time Series Extremes
Version: 1.1.1
Date: 2026-01-24
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: 7.3.3
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
Config/pak/sysreqs: libicu-dev
Repository: https://paulnorthrop.r-universe.dev
Date/Publication: 2026-01-24 19:45:02 UTC
RemoteUrl: https://github.com/paulnorthrop/lite
RemoteRef: HEAD
RemoteSha: 67a081fb190dc7f2a15be142a7cf61af52adb885
NeedsCompilation: no
Packaged: 2026-06-22 10:11:28 UTC; root
Author: Paul J. Northrop [aut, cre, cph]
Maintainer: Paul J. Northrop <p.northrop@ucl.ac.uk>