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POT: Generalized Pareto Distribution and Peaks Over Threshold
Some functions useful to perform a Peak Over Threshold analysis in univariate and bivariate cases, see Beirlant et al. (2004) <doi:10.1002/0470012382>. A user guide is available in the vignette.
Browse package contents
Package details |
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| Author | Mathieu Ribatet [aut], Christophe Dutang [ctb,cre] |
| Maintainer | Christophe Dutang <christophe.dutang@ensimag.fr> |
| License | GPL (>= 2) |
| Version | 1.1-10 |
| URL | https://pot.r-forge.r-project.org/ |
| Package repository | View on R-Forge |
| Installation |
Install the latest version of this package by entering the following in R:
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