Peaks Over Threshold (POT) or 'methode du renouvellement'. The distribution for the excesses can be chosen, and heterogeneous data (including historical data or block data) can be used in a Maximum-Likelihood framework.
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3.1-5 by Nathan Bengaouer, a year ago
https://github.com/IRSN/Renext, https://irsn.github.io/Renext/
Browse source code at https://github.com/cran/Renext
Authors: Yves Deville [aut] , Bardet [aut] , Nathan Bengaouer [cre]
Documentation: PDF Manual
GPL (>= 2) license
Imports numDeriv, splines, methods
Depends on stats, graphics, evd
Suggests MASS, ismev, XML
Imported by GWEX, PredictionR, extremeStat.
Suggested by fitteR, nieve.
See at CRAN