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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.

Versions across snapshots

VersionRepositoryFileSize
1.1-11 rolling linux/jammy R-4.5 POT_1.1-11.tar.gz 1.2 MiB
1.1-11 rolling linux/noble R-4.5 POT_1.1-11.tar.gz 1.2 MiB
1.1-11 rolling source/ R- POT_1.1-11.tar.gz 925.2 KiB
1.1-11 latest linux/jammy R-4.5 POT_1.1-11.tar.gz 1.2 MiB
1.1-11 latest linux/noble R-4.5 POT_1.1-11.tar.gz 1.2 MiB
1.1-11 latest source/ R- POT_1.1-11.tar.gz 925.2 KiB
1.1-11 2026-04-26 source/ R- POT_1.1-11.tar.gz 925.2 KiB
1.1-11 2026-04-23 source/ R- POT_1.1-11.tar.gz 925.2 KiB
1.1-11 2026-04-09 windows/windows R-4.5 POT_1.1-11.zip 1.2 MiB
1.1-11 2025-04-20 source/ R- POT_1.1-11.tar.gz 925.2 KiB