Renext: 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.

Version: 3.1-0
Depends: R (≥ 2.8.0), stats, graphics, evd
Imports: numDeriv, splines, methods
Suggests: MASS, ismev, XML
Published: 2016-07-04
Author: Yves Deville, IRSN
Maintainer: Lise Bardet <lise.bardet at>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: no
Materials: ChangeLog
In views: Distributions, ExtremeValue
CRAN checks: Renext results


Reference manual: Renext.pdf
Package source: Renext_3.1-0.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
OS X El Capitan binaries: r-release: Renext_3.1-0.tgz
OS X Mavericks binaries: r-oldrel: Renext_3.1-0.tgz
Old sources: Renext archive

Reverse dependencies:

Reverse depends: RenextGUI
Reverse imports: extremeStat


Please use the canonical form to link to this page.