POT: Generalized Pareto Distribution and Peaks Over Threshold

Some functions useful to perform a Peak Over Threshold analysis in univariate and bivariate cases. A user's guide is available.

Version: 1.1-3
Depends: R (≥ 1.8.0)
Published: 2012-11-06
Author: Mathieu Ribatet
Maintainer: Mathieu Ribatet <mathieu.ribatet at math.univ-montp2.fr>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
URL: http://r-forge.r-project.org/projects/pot/
NeedsCompilation: yes
Materials: ChangeLog
In views: Distributions, Environmetrics, Finance
CRAN checks: POT results

Downloads:

Reference manual: POT.pdf
Vignettes: An R Package for Univariate and Bivariate Peaks Over Threshold Analysis
Package source: POT_1.1-3.tar.gz
MacOS X binary: POT_1.1-3.tgz
Windows binary: POT_1.1-3.zip
Old sources: POT archive

Reverse dependencies:

Reverse depends: simPopulation