threshr
Threshold Selection and Uncertainty for Extreme Value Analysis
Provides functions for the selection of thresholds for use in extreme value models, based mainly on the methodology in Northrop, Attalides and Jonathan (2017) <doi:10.1111/rssc.12159>. It also performs predictive inferences about future extreme values, based either on a single threshold or on a weighted average of inferences from multiple thresholds, using the 'revdbayes' package <https://cran.r-project.org/package=revdbayes>. At the moment only the case where the data can be treated as independent identically distributed observations is considered.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
1.0.8 |
rolling source/ R- | threshr_1.0.8.tar.gz |
109.9 KiB |
1.0.8 |
latest source/ R- | threshr_1.0.8.tar.gz |
109.9 KiB |
1.0.8 |
2026-04-23 source/ R- | threshr_1.0.8.tar.gz |
109.9 KiB |
1.0.8 |
2026-04-09 windows/windows R-4.5 | threshr_1.0.8.zip |
205.3 KiB |