POT (1.1-3)
Generalized Pareto Distribution and Peaks Over Threshold.
http://r-forge.r-project.org/projects/pot/
http://cran.r-project.org/web/packages/POT
Some functions useful to perform a Peak Over Threshold analysis in univariate and bivariate cases. A user's guide is available.
Maintainer:
Mathieu Ribatet
Author(s): Mathieu Ribatet <mathieu.ribatet@math.univ-montp2.fr>
License: GPL (>= 2)
Uses: Does not use any package
Reverse depends: simPopulation
Released 7 months ago.
6 previous versions
- POT_1.1-2. Released 9 months ago.
- POT_1.1-1. Released almost 2 years ago.
- POT_1.1-0. Released over 3 years ago.
- POT_1.0-9.
- POT_1.0-8. Released almost 5 years ago.
- POT_1.0-6. Released over 5 years ago.
Ratings
Overall: |
|
Documentation: |
|
Log in to vote.
Reviews
No one has written a review of POT yet. Want to be the first? Write one now.
Related packages: evd, evdbayes, evir, actuar, copula, fBasics, fCopulae, fgac, ghyp, mvtnorm, VGAM, dyn, dynlm, extRemes, ismev, its, strucchange, tseries, zoo, dse … (20 best matches, based on common tags.)
Search for POT on google, google scholar, r-help, r-devel.
Visit POT on R Graphical Manual.
