Estimation of Extreme Value Dependence for Time Series Data R package extremogram version 1.0.2 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. Software Depends: R (>= 3.1.0) Imports: boot(>= 1.3-11), MASS(>= 7.3-31), parallel(>= 3.1.1) Nadezda Frolova <nfrolova@ualberta.ca> Comprehensive R Archive Network (CRAN) Nadezda Frolova, Ivor Cribben GPL-3 2016-10-08 application/tgz https://CRAN.R-project.org/package=extremogram doi:10.32614/CRAN.package.extremogram