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
| Version | Repository | File | Size |
|---|---|---|---|
1.1-11 |
2026-04-09 windows/windows R-4.5 | POT_1.1-11.zip |
1.2 MiB |