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.
Package details |
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Author | Paul J. Northrop [aut, cre, cph], Nicolas Attalides [aut] |
Maintainer | Paul J. Northrop <p.northrop@ucl.ac.uk> |
License | GPL (>= 2) |
Version | 1.0.4 |
URL | https://paulnorthrop.github.io/threshr/ https://github.com/paulnorthrop/threshr |
Package repository | View on CRAN |
Installation |
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