Renewal Method for Extreme Values Extrapolation

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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Reference manual

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install.packages("Renext")

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