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: 1.1-6
Depends: R (≥ 3.0.0)
Published: 2016-11-22
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
Materials: ChangeLog
In views: ExtremeValue
CRAN checks: POT results


Reference manual: POT.pdf
Vignettes: An R Package for Univariate and Bivariate Peaks Over Threshold Analysis
Package source: POT_1.1-6.tar.gz
Windows binaries: r-devel: POT_1.1-6.zip, r-release: POT_1.1-6.zip, r-oldrel: POT_1.1-6.zip
OS X binaries: r-release: POT_1.1-6.tgz, r-oldrel: POT_1.1-6.tgz
Old sources: POT archive


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