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.
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3.1-0 by Lise Bardet, 3 years ago
Browse source code at https://github.com/cran/Renext
Authors: Yves Deville <[email protected]> , IRSN <[email protected].fr>
Documentation: PDF Manual
Task views: Extreme Value Analysis, Probability Distributions
GPL (>= 2) license
Imports numDeriv, splines, methods
Depends on stats, graphics, evd
Suggests MASS, ismev, XML
Imported by GWEX, extremeStat.
Depended on by RenextGUI.
Suggested by fitteR.
See at CRAN