README.md

In usnistgov/potMax: Empirical Calculation of the Distribution of the Maximum from a Peaks Over Threshold Process

Installation

On Windows systems, you must first have Rtools installed and correctly configured.

To build the vignette, you must also have LaTeX installed and correctly configured. A popular LaTeX distribution for Windows users is MiKTeX, and a popular distribution for Linux users is TeXLive.

The package and its dependencies are installed with the following commands:

install.packages(c('Rcpp', 'numDeriv', 'devtools', 'nloptr',
                   'knitr', 'progress', 'ggplot2', 'MASS'), 
                 repos = 'https://cloud.r-project.org/')
devtools::install_github('usnistgov/potMax', build = TRUE,
                          build_opts = c('--no-resave-data',
                                         '--no-manual'))

Building the vignette takes a while so be patient. It is worth the time because the vignette contains information about the underlying statistical methods as well as instructions for using the functions provided by the package. If you do not want to install the vignette, add the string '--no-build-vignettes' to the build_opts argument.

Use

After installation, see the vignette called potMax_details.

library(potMax)
vignette('potMax_details')

usnistgov/potMax documentation built on May 3, 2019, 2:38 p.m.