POT: Generalized Pareto Distribution and Peaks Over Threshold

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

Package details

AuthorMathieu Ribatet [aut], Christophe Dutang [ctb]
MaintainerChristophe Dutang <[email protected]>
LicenseGPL (>= 2)
URL http://pot.r-forge.r-project.org/
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:

Try the POT package in your browser

Any scripts or data that you put into this service are public.

POT documentation built on May 29, 2017, 5:28 p.m.