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POT: Generalized Pareto Distribution and Peaks Over Threshold
Some functions useful to perform a Peak Over Threshold analysis in univariate and bivariate cases, see Beirlant et al. (2004) <doi:10.1002/0470012382>. A user guide is available in the vignette.
Browse package contents
Package details |
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| Author | Christophe Dutang [aut, cre] (<https://orcid.org/0000-0001-6732-1501>), Mathieu Ribatet [aut] (<https://orcid.org/0000-0003-0231-6001>) |
| Maintainer | Christophe Dutang <dutangc@gmail.com> |
| License | GPL (>= 2) |
| Version | 1.1-11 |
| URL | https://pot.r-forge.r-project.org/ |
| Package repository | View on CRAN |
| Installation |
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