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inst/ctre-app/exceedancePlot.md
In CTRE: Thresholding Bursty Time Series
The POT (Peaks over Threshold) model
(Set the minimum threshold height to at least 120.)
A standard modelling tool for extremes is the POT model, see e.g.
the book "An Introduction to Statistical Modelling of Extreme Values"
by Coles, 2001.
Compared to the second panel, now the parameters of the Generalized
Pareto distribution are fitted to magnitudes (minus threshold) for
varying threshold heights.
The plots below are created with tcplot() from the
evmix R package.
Try the CTRE package in your browser
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CTRE documentation built on May 2, 2019, 9:34 a.m.
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The POT (Peaks over Threshold) model
(Set the minimum threshold height to at least 120.) A standard modelling tool for extremes is the POT model, see e.g. the book "An Introduction to Statistical Modelling of Extreme Values" by Coles, 2001.
Compared to the second panel, now the parameters of the Generalized Pareto distribution are fitted to magnitudes (minus threshold) for varying threshold heights.
The plots below are created with tcplot() from the
evmix R package.
Try the CTRE package in your browser
Any scripts or data that you put into this service are public.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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