POT: Generalized Pareto Distribution and Peaks Over Threshold

Some functions useful to perform a Peak Over Threshold analysis in univariate and bivariate cases. A user's guide is available.

Package details

AuthorMathieu Ribatet [aut], Christophe Dutang [ctb]
MaintainerChristophe Dutang <[email protected]>
LicenseGPL (>= 2)
URL http://pot.r-forge.r-project.org/
Package repositoryView on R-Forge
Installation Install the latest version of this package by entering the following in R:
install.packages("POT", repos="http://R-Forge.R-project.org")

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POT documentation built on Sept. 6, 2018, 3 p.m.