Renext (3.1-0)

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Renewal Method for Extreme Values Extrapolation.

http://cran.r-project.org/web/packages/Renext

Peaks Over Threshold (POT) or 'methode du renouvellement'. The distribution for the exceedances can be chosen, and heterogeneous data (including historical data or block data) can be used in a Maximum-Likelihood framework.

Maintainer: Lise Bardet
Author(s): Yves Deville <deville.yves@alpestat.com>, IRSN <renext@irsn.fr>

License: GPL (>= 2)

Uses: evd, numDeriv, XML, ismev, MASS

Released about 1 year ago.


6 previous versions

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