Threshold Selection and Uncertainty for Extreme Value Analysis

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Documentation for package ‘threshr’ version 1.0.6

• DESCRIPTION file.
• User guides, package vignettes and other documentation.
• Package NEWS.

Help Pages

threshr-package	threshr: Threshold Selection and Uncertainty for Extreme Value Analysis
gom	Storm peak significant wave heights from the Gulf of Mexico
ithresh	Threshold selection in the i.i.d. case (peaks over threshold)
ns	Storm peak significant wave heights from the North Sea
plot.ithresh	Plot diagnostics an ithresh object
plot.ithreshpred	Plot diagnostics an ithreshpred object
plot.stability	Plot diagnostics for a stability object
predict.ithresh	Predictive inference for the largest value observed in N years.
print.ithresh	Print method for objects of class '"ithresh"'
stability	Generalized Pareto parameter estimate stability
summary.ithresh	Summarizing measures of threshold predictive performance
threshr	threshr: Threshold Selection and Uncertainty for Extreme Value Analysis