Renext: Renewal Method for Extreme Values Extrapolation

Peaks Over Threshold (POT) or 'methode du renouvellement'. The distribution for the exceedances can be chosen, and heterogeneous data (including historical data or block data) can be used in a Maximum-Likelihood framework.

Package details

AuthorYves Deville <[email protected]>, IRSN <[email protected]>
MaintainerLise Bardet <[email protected]>
LicenseGPL (>= 2)
Package repositoryView on CRAN
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Renext documentation built on May 2, 2019, 3:24 a.m.