POT (1.1-7)

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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) . A user's guide is available.

Maintainer: Christophe Dutang
Author(s): Mathieu Ribatet [aut], Christophe Dutang [ctb]

License: GPL (>= 2)

Uses: Does not use any package
Reverse depends: simPopulation
Reverse suggests: lax

Released 8 months ago.

9 previous versions



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