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POT: Generalized Pareto Distribution and Peaks Over Threshold

CRAN_Release_Badge CRAN Downloads License: GPL v3

POT provides some functions useful to perform a Peak Over Threshold analysis in univariate and bivariate cases, see Beirlant et al. (2004)

The package

The stable version of POT can be installed from CRAN using:

install.packages("POT")

Finally load the package in your current R session with the following R command:

library(POT)

Documentation

The overall documentation is available at

help(POT)

See also the vignette.

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.