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.
| Version: | 1.1-11 |
| Depends: | R (≥ 3.0.0) |
| Published: | 2024-10-17 |
| DOI: | 10.32614/CRAN.package.POT |
| Author: | Christophe Dutang 
[aut, cre],
Mathieu Ribatet
[aut] |
| Maintainer: | Christophe Dutang <dutangc at gmail.com> |
| License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| URL: | https://pot.r-forge.r-project.org/ |
| NeedsCompilation: | yes |
| Citation: | POT citation info |
| Materials: | README, ChangeLog |
| In views: | ExtremeValue |
| CRAN checks: | POT results |
Documentation:
| Reference manual: | POT.html , POT.pdf |
| Vignettes: |
An R Package for Univariate and Bivariate Peaks Over Threshold Analysis (source, R code) |
Downloads:
| Package source: | POT_1.1-11.tar.gz |
| Windows binaries: | r-devel: POT_1.1-11.zip, r-release: POT_1.1-11.zip, r-oldrel: POT_1.1-11.zip |
| macOS binaries: | r-release (arm64): POT_1.1-11.tgz, r-oldrel (arm64): POT_1.1-11.tgz, r-release (x86_64): POT_1.1-11.tgz, r-oldrel (x86_64): POT_1.1-11.tgz |
| Old sources: | POT archive |
Reverse dependencies:
| Reverse imports: | RtsEva, VSOLassoBag |
| Reverse suggests: | lax |
Linking:
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