threshr (1.0.0)

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Threshold Selection and Uncertainty for Extreme Value Analysis.

http://github.com/paulnorthrop/threshr
http://cran.r-project.org/web/packages/threshr

Provides functions for the selection of thresholds for use in extreme value models, based mainly on the methodology in Northrop, Attalides and Jonathan (2017) . 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 . At the moment only the case where the data can be treated as independent identically distributed observations is considered. See the 'threshr' website for more information, documentation and examples.

Maintainer: Paul Northrop
Author(s): Paul J. Northrop [aut, cre, cph], Nicolas Attalides [aut]

License: GPL (>= 2)

Uses: revdbayes, rust, testthat, knitr, rmarkdown

Released 3 months ago.


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