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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.
Version: | 1.1-10 |
Depends: | R (≥ 3.0.0) |
Published: | 2022-04-14 |
DOI: | 10.32614/CRAN.package.POT |
Author: | Mathieu Ribatet [aut], Christophe Dutang [ctb,cre] |
Maintainer: | Christophe Dutang <christophe.dutang at ensimag.fr> |
License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
URL: | https://pot.r-forge.r-project.org/ |
NeedsCompilation: | yes |
Citation: | POT citation info |
Materials: | ChangeLog |
In views: | ExtremeValue |
CRAN checks: | POT results |
Reference manual: | POT.pdf |
Vignettes: |
An R Package for Univariate and Bivariate Peaks Over Threshold Analysis |
Package source: | POT_1.1-10.tar.gz |
Windows binaries: | r-devel: POT_1.1-10.zip, r-release: POT_1.1-10.zip, r-oldrel: POT_1.1-10.zip |
macOS binaries: | r-release (arm64): POT_1.1-10.tgz, r-oldrel (arm64): POT_1.1-10.tgz, r-release (x86_64): POT_1.1-10.tgz, r-oldrel (x86_64): POT_1.1-10.tgz |
Old sources: | POT archive |
Reverse imports: | RtsEva, VSOLassoBag |
Reverse suggests: | lax |
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These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.