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Renext: Renewal Method for Extreme Values Extrapolation
Peaks Over Threshold (POT) or 'methode du renouvellement'. The distribution for the excesses can be chosen, and heterogeneous data (including historical data or block data) can be used in a Maximum-Likelihood framework.
Getting started
Browse package contents
Package details |
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| Author | Yves Deville <deville.yves@alpestat.com>, Lise Bardet <lise.bardet@irsn.fr> |
| Maintainer | Yann Richet <yann.richet@irsn.fr> |
| License | GPL (>= 2) |
| Version | 3.1-4 |
| URL | https://github.com/IRSN/Renext |
| Package repository | View on CRAN |
| Installation |
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