Provides functions for the selection of thresholds for use in extreme value models, based mainly on the methodology in Northrop, Attalides and Jonathan (2017) <doi:10.1111/rssc.12159>. It also performs predictive inferences about future extreme values, based either on a single threshold or on a weighted average of inferences from multiple thresholds, using the 'revdbayes' package <https://cran.r-project.org/package=revdbayes>. At the moment only the case where the data can be treated as independent identically distributed observations is considered. See the 'threshr' website for more information, documentation and examples.
|Author||Paul J. Northrop [aut, cre, cph], Nicolas Attalides [aut]|
|Maintainer||Paul J. Northrop <[email protected]>|
|License||GPL (>= 2)|
|Package repository||View on CRAN|
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