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.


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Reference manual

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install.packages("POT")

1.1-7 by Christophe Dutang, 3 years ago


http://pot.r-forge.r-project.org/


Browse source code at https://github.com/cran/POT


Authors: Mathieu Ribatet [aut] , Christophe Dutang [ctb]


Documentation:   PDF Manual  


Task views: Extreme Value Analysis


GPL (>= 2) license



Suggested by lax.


See at CRAN