POT: Generalized Pareto Distribution and Peaks Over Threshold

Some functions useful to perform a Peak Over Threshold analysis in univariate and bivariate cases, see Beirlant et al. (2004) <doi:10.1002/0470012382>. A user's guide is available.

Version: 1.1-7
Depends: R (≥ 3.0.0)
Published: 2019-04-18
Author: Mathieu Ribatet [aut], Christophe Dutang [ctb]
Maintainer: Christophe Dutang <christophe.dutang at ensimag.fr>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
URL: http://pot.r-forge.r-project.org/
NeedsCompilation: yes
Citation: POT citation info
Materials: ChangeLog
In views: ExtremeValue
CRAN checks: POT results

Downloads:

Reference manual: POT.pdf
Vignettes: An R Package for Univariate and Bivariate Peaks Over Threshold Analysis
Package source: POT_1.1-7.tar.gz
Windows binaries: r-devel: POT_1.1-7.zip, r-release: POT_1.1-7.zip, r-oldrel: POT_1.1-7.zip
OS X binaries: r-release: POT_1.1-7.tgz, r-oldrel: POT_1.1-7.tgz
Old sources: POT archive

Reverse dependencies:

Reverse suggests: lax

Linking:

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