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.


Reference manual

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3.1-0 by Lise Bardet, 6 years ago

Browse source code at

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, PredictionR, extremeStat.

Suggested by fitteR.

See at CRAN