Detect outliers in one-dimensional data.

Conducts inference in statistical models for extreme values (de Carvalho et al (2012), <doi:10.1080/03610926.2012.709905>; de Carvalho and Davison (2014), <doi:10.1080/01621459.2013.872651>; Einmahl et al (2016), <doi:10.1111/rssb.12099>).

Estimation of the sample univariate, cross and return time extremograms. The package can also adds empirical confidence bands to each of the extremogram plots via a permutation procedure under the assumption that the data are independent. Finally, the stationary bootstrap allows us to construct credible confidence bands for the extremograms.

An implementation of 
              1) the tail pairwise dependence matrix (TPDM) as described in Jiang & Cooley (2020) <doi:10.1175/JCLI-D-19-0413.1>  
              2) the extremal pattern index (EPI) as described in Szemkus & Friederichs ('Spatial patterns and indices for heatwave and droughts over Europe using a decomposition of extremal dependency'; submitted to ASCMO 2023).

Testing for and dating periods of explosive
    dynamics (exuberance) in time series using the univariate and panel
    recursive unit root tests proposed by Phillips et al. (2015)
    <doi:10.1111/iere.12132> and Pavlidis et al. (2016)
    <doi:10.1007/s11146-015-9531-2>.The recursive least-squares
    algorithm utilizes the matrix inversion lemma to avoid matrix
    inversion which results in significant speed improvements. Simulation
    of a variety of periodically-collapsing bubble processes. Details can be 
    found in Vasilopoulos et al. (2022) <doi:10.18637/jss.v103.i10>.

Analysis of trade in value added with international
    input-output tables. Includes commands for easy data extraction,
    matrix manipulation, decomposition of value added in gross exports and
    calculation of value added indicators, with full geographical and
    sector customization.  Decomposition methods include Borin and Mancini
    (2023) <doi:10.1080/09535314.2022.2153221>, Miroudot and Ye (2021)
    <doi:10.1080/09535314.2020.1730308>, Wang et al. (2013)
    <https://econpapers.repec.org/paper/nbrnberwo/19677.htm> and Koopman
    et al. (2014) <doi:10.1257/aer.104.2.459>.