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.
- Version1.1-11
- R version≥ 3.0.0
- LicenseGPL-2
- LicenseGPL-3
- Needs compilation?Yes
- POT citation info
- Last release10/17/2024
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Team
Christophe Dutang
Mathieu Ribatet
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- Reverse Imports2 packages
- Reverse Suggests1 package