Man pages for POT
Generalized Pareto Distribution and Peaks Over Threshold

anova.bvpotAnova Tables: Bivariate Case
anova.uvpotAnova Tables: Univariate Case
ardieresHigh Flood Flows of the Ardieres River at Beaujeu
bvretlevReturn Level Plot: Bivariate Case
chimeasDependence Measures For Extreme Values Analysis
clustIdentify Extreme Clusters within a Time Series
coef.potExtract model coefficients of a "pot" model
confintGeneric Function to Compute (Profile) Confidence Intervals
convassessConvergence Assessment for Fitted Objects
densDensity Plot: Univariate Case
dexiCompute the Density of the Extremal Index
diplotThreshold Selection: The Dispersion Index Plot
evmcSimulate Markov Chains With Extreme Value Dependence...
exiplotExtremal Index Plot
fisherconfFisher Based Confidence Interval for the GP Distribution
fitBvGPDFitting Bivariate Peaks Over a Threshold Using Bivariate...
fitexiExtremal Index Estimation
fitGPDFitting a GPD to Peaks Over a Threshold
fitMcGPDFitting Markov Chain Models to Peaks Over a Threshold
fitPPFitting the point process characterisation to exceedances...
gpd2frechTransforms GPD Observations to Unit Frechet Ones and Vice...
internalsInternal functions and methods for the POT package.
lmomplotThreshold Selection: The L-moments Plot
logLik.potExtract Log-Likelihood
mrlplotThreshold Selection: The Empirical Mean Residual Life Plot
pickDepThe Pickands' Dependence Function
plot.bvpotGraphical Diagnostics: the Bivariate Extreme Value...
plotGPDGraphical Diagnostic: the Univariate GPD Model
plot.mcpotGraphical Diagnostics: Markov Chains for All Exceedances.
ppProbability Probability Plot
print.bvpotPrinting bvpot objects
print.mcpotPrinting mcpot objects
print.uvpotPrinting uvpot objects
profconfProfiled Confidence interval for the GP Distribution
qqQuantile Quantile Plot
rbvgpdParametric Bivariate GPD
retlevReturn Level Plot
retPerConverts Return Periods to Probability and Vice Versa
samlmuCompute Sample L-moments
simGPDThe Generalized Pareto Distribution
simmcpotSimulate an Markov Chain with a Fixed Extreme Value...
specdensSpectral Density Plot
summary.potCompactly display the structure
tailind.testTesting for Tail Independence in Extreme Value Models
tcplotThreshold Selection: The Threshold Choice Plot
ts2tsdMobile Window on a Time Series
tsdep.plotDiagnostic for Dependence within Time Series Extremes
POT documentation built on May 2, 2019, 7:30 a.m.