POT: Generalized Pareto Distribution and Peaks Over Threshold
Version 1.1-6

Some functions useful to perform a Peak Over Threshold analysis in univariate and bivariate cases. A user's guide is available.

AuthorMathieu Ribatet [aut], Christophe Dutang [ctb]
Date of publication2016-11-22 18:23:23
MaintainerChristophe Dutang <christophe.dutang@ensimag.fr>
LicenseGPL (>= 2)
Version1.1-6
URL http://pot.r-forge.r-project.org/
Package repositoryView on CRAN
InstallationInstall the latest version of this package by entering the following in R:
install.packages("POT")

Popular man pages

anova.bvpot: Anova Tables: Bivariate Case
chimeas: Dependence Measures For Extreme Values Analysis
fitBvGPD: Fitting Bivariate Peaks Over a Threshold Using Bivariate...
fitMcGPD: Fitting Markov Chain Models to Peaks Over a Threshold
pp: Probability Probability Plot
retlev: Return Level Plot
tsdep.plot: Diagnostic for Dependence within Time Series Extremes
See all...

All man pages Function index File listing

Man pages

anova.bvpot: Anova Tables: Bivariate Case
anova.uvpot: Anova Tables: Univariate Case
ardieres: High Flood Flows of the Ardieres River at Beaujeu
bvretlev: Return Level Plot: Bivariate Case
chimeas: Dependence Measures For Extreme Values Analysis
clust: Identify Extreme Clusters within a Time Series
coef.pot: Extract model coefficients of a "pot" model
confint: Generic Function to Compute (Profile) Confidence Intervals
convassess: Convergence Assessment for Fitted Objects
dens: Density Plot: Univariate Case
dexi: Compute the Density of the Extremal Index
diplot: Threshold Selection: The Dispersion Index Plot
evmc: Simulate Markov Chains With Extreme Value Dependence...
exiplot: Extremal Index Plot
fisherconf: Fisher Based Confidence Interval for the GP Distribution
fitBvGPD: Fitting Bivariate Peaks Over a Threshold Using Bivariate...
fitexi: Extremal Index Estimation
fitGPD: Fitting a GPD to Peaks Over a Threshold
fitMcGPD: Fitting Markov Chain Models to Peaks Over a Threshold
fitPP: Fitting the point process characterisation to exceedances...
gpd2frech: Transforms GPD Observations to Unit Frechet Ones and Vice...
internals: Internal functions and methods for the POT package.
lmomplot: Threshold Selection: The L-moments Plot
logLik.pot: Extract Log-Likelihood
mrlplot: Threshold Selection: The Empirical Mean Residual Life Plot
pickDep: The Pickands' Dependence Function
plot.bvpot: Graphical Diagnostics: the Bivariate Extreme Value...
plotGPD: Graphical Diagnostic: the Univariate GPD Model
plot.mcpot: Graphical Diagnostics: Markov Chains for All Exceedances.
pp: Probability Probability Plot
print.bvpot: Printing bvpot objects
print.mcpot: Printing mcpot objects
print.uvpot: Printing uvpot objects
profconf: Profiled Confidence interval for the GP Distribution
qq: Quantile Quantile Plot
rbvgpd: Parametric Bivariate GPD
retlev: Return Level Plot
retPer: Converts Return Periods to Probability and Vice Versa
samlmu: Compute Sample L-moments
simGPD: The Generalized Pareto Distribution
simmcpot: Simulate an Markov Chain with a Fixed Extreme Value...
specdens: Spectral Density Plot
summary.pot: Compactly display the structure
tailind.test: Testing for Tail Independence in Extreme Value Models
tcplot: Threshold Selection: The Threshold Choice Plot
ts2tsd: Mobile Window on a Time Series
tsdep.plot: Diagnostic for Dependence within Time Series Extremes

Functions

anova.bvpot Man page Source code
anova.uvpot Man page Source code
ardieres Man page
chimeas Man page Source code
clust Man page Source code
coef.pot Man page Source code
confint.uvpot Man page Source code
convassess Man page Source code
convassess.bvpot Man page Source code
convassess.default Source code
convassess.mcpot Man page Source code
convassess.uvpot Man page Source code
dens Man page Source code
dens.default Source code
dens.uvpot Man page Source code
dexi Man page Source code
dgpd Man page Source code
diplot Man page Source code
exiplot Man page Source code
fitbvgpd Man page Source code
fitexi Man page Source code
fitgpd Man page Source code
fitmcgpd Man page Source code
fitpp Man page Source code
frech2gpd Man page Source code
gpd.firl Man page Source code
gpd.fiscale Man page Source code
gpd.fishape Man page Source code
gpd.pfrl Man page Source code
gpd.pfscale Man page Source code
gpd.pfshape Man page Source code
gpd2frech Man page Source code
gpdlme Man page Source code
gpdmdpd Man page Source code
gpdmed Man page Source code
gpdmgf Man page Source code
gpdmle Man page Source code
gpdmoments Man page Source code
gpdmple Man page Source code
gpdpickands Man page Source code
gpdpwmb Man page Source code
gpdpwmu Man page Source code
lmomplot Man page Source code
logLik.pot Man page Source code
mrlplot Man page Source code
pbvalog Man page Source code
pbvamix Man page Source code
pbvanlog Man page Source code
pbvgpd Man page Source code
pbvlog Man page Source code
pbvmix Man page Source code
pbvnlog Man page Source code
pgpd Man page Source code
pickdep Man page Source code
plot.bvpot Man page Source code
plot.mcpot Man page Source code
plot.uvpot Man page Source code
pp Man page Source code
pp.default Source code
pp.uvpot Man page Source code
print.bvpot Man page Source code
print.mcpot Man page Source code
print.uvpot Man page Source code
prob2rp Man page Source code
qgpd Man page Source code
qq Man page Source code
qq.default Source code
qq.uvpot Man page Source code
rbvalog Man page Source code
rbvamix Man page Source code
rbvanlog Man page Source code
rbvgpd Man page Source code
rbvlog Man page Source code
rbvmix Man page Source code
rbvnlog Man page Source code
retlev Man page Source code
retlev.bvpot Man page Source code
retlev.default Source code
retlev.mcpot Man page Source code
retlev.uvpot Man page Source code
rgpd Man page Source code
rp2prob Man page Source code
samlmu Man page Source code
simmc Man page Source code
simmcpot Man page Source code
specdens Man page Source code
summary.pot Man page Source code
tailind.test Man page Source code
tcplot Man page Source code
ts2tsd Man page Source code
tsdep.plot Man page Source code

Files

inst
inst/ChangeLog
inst/doc
inst/doc/POT.pdf
inst/doc/POT.R
inst/doc/POT.Rnw
src
src/header.h
src/ccop.c
src/mcgpdlik.c
src/cgpdlik.c
src/POT.c
src/ts2tsd.c
src/simmc.c
src/bvgpdlik.c
src/clust.c
NAMESPACE
demo
demo/00Index
demo/POT.R
demo/bvPOT.R
data
data/ardieres.txt.gz
R
R/mcpot-simmcpot.R
R/uvpot-gen-dens.R
R/util-ts2tsd.R
R/uvpot-fitPP.R
R/mcpot-gen-retlev.R
R/graph-exiplot.R
R/util-retlev2prob.R
R/uvpot-fitGPD.R
R/util-GPD-mdpde.R
R/bvpot-gen-print.R
R/uvpot-gen-anova.R
R/bvGPD-dpqr-fun.R
R/graph-diplot.R
R/mcpot-gen-plot.R
R/util-GPD-pe.R
R/bvpot-gen-anova.R
R/graph-mrlplot.R
R/mcpot-fitMcGPD.R
R/GPD-dpqr-fun.R
R/graph-tsdepplot.R
R/util-GPD-mple.R
R/graph-tcplot.R
R/bvpot-gen-plot.R
R/util-FrechtoGPD.R
R/util-GPD-pwmue.R
R/uvpot-gen-qq.R
R/uvpot-gen-retlev.R
R/bvpot-gen-convassess.R
R/util-GPD-me.R
R/pot-gen-summary.R
R/util-GPD-lme.R
R/default-gen-pp.R
R/bvpot-fitBvGPD.R
R/mcpot-gen-print.R
R/util-confGPD-prof.R
R/default-gen-convassess.R
R/uvpot-gen-print.R
R/pot-gen-coef.R
R/graph-lmomplot.R
R/util-GPD-mgfe.R
R/uvpot-gen-plot.R
R/uvpot-gen-pp.R
R/graph-specdens.R
R/util-confGPD-fisher.R
R/mcpot-gen-convassess.R
R/graph-pickdep.R
R/default-gen-dens.R
R/graph-clust.R
R/default-gen-qq.R
R/default-gen-retlev.R
R/graph-tailind.test.R
R/mcpot-simmc.R
R/util-GPD-pwmbe.R
R/exi-fit.R
R/util-lmom.R
R/uvpot-gen-convassess.R
R/bvpot-gen-retlev.R
R/pot-gen-loglik.R
R/util-GPD-mle.R
R/exi-density.R
R/util-GPD-mme.R
R/graph-chimeas.R
vignettes
vignettes/POT.Rnw
MD5
build
build/vignette.rds
DESCRIPTION
man
man/diplot.Rd
man/plotGPD.Rd
man/simmcpot.Rd
man/summary.pot.Rd
man/dens.Rd
man/evmc.Rd
man/ts2tsd.Rd
man/anova.bvpot.Rd
man/plot.mcpot.Rd
man/ardieres.Rd
man/anova.uvpot.Rd
man/retlev.Rd
man/fitGPD.Rd
man/tailind.test.Rd
man/fitMcGPD.Rd
man/exiplot.Rd
man/dexi.Rd
man/retPer.Rd
man/profconf.Rd
man/mrlplot.Rd
man/tsdep.plot.Rd
man/fitPP.Rd
man/pickDep.Rd
man/rbvgpd.Rd
man/confint.Rd
man/coef.pot.Rd
man/logLik.pot.Rd
man/bvretlev.Rd
man/tcplot.Rd
man/specdens.Rd
man/internals.Rd
man/lmomplot.Rd
man/print.bvpot.Rd
man/simGPD.Rd
man/fitBvGPD.Rd
man/samlmu.Rd
man/chimeas.Rd
man/fitexi.Rd
man/plot.bvpot.Rd
man/pp.Rd
man/gpd2frech.Rd
man/fisherconf.Rd
man/print.mcpot.Rd
man/convassess.Rd
man/qq.Rd
man/clust.Rd
man/print.uvpot.Rd
POT documentation built on May 19, 2017, 2:41 p.m.

Questions? Problems? Suggestions? Tweet to @rdrrHQ or email at ian@mutexlabs.com.

Please suggest features or report bugs in the GitHub issue tracker.

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