threshr: Threshold Selection and Uncertainty for Extreme Value Analysis
Version 1.0.0

Provides functions for the selection of thresholds for use in extreme value models, based mainly on the methodology in Northrop, Attalides and Jonathan (2017) . 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 . 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.

Package details

AuthorPaul J. Northrop [aut, cre, cph], Nicolas Attalides [aut]
Date of publication2017-09-04 08:17:33 UTC
MaintainerPaul J. Northrop <[email protected]>
LicenseGPL (>= 2)
Version1.0.0
URL http://github.com/paulnorthrop/threshr
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("threshr")

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threshr documentation built on Sept. 4, 2017, 9:03 a.m.