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 guide is available in the vignette.

Version: 1.1-10
Depends: R (≥ 3.0.0)
Published: 2022-04-14
DOI: 10.32614/CRAN.package.POT
Author: Mathieu Ribatet [aut], Christophe Dutang [ctb,cre]
Maintainer: Christophe Dutang <christophe.dutang at ensimag.fr>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
URL: https://pot.r-forge.r-project.org/
NeedsCompilation: yes
Citation: POT citation info
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_1.1-10.tar.gz
Windows binaries: r-devel: POT_1.1-10.zip, r-release: POT_1.1-10.zip, r-oldrel: POT_1.1-10.zip
macOS binaries: r-release (arm64): POT_1.1-10.tgz, r-oldrel (arm64): POT_1.1-10.tgz, r-release (x86_64): POT_1.1-10.tgz, r-oldrel (x86_64): POT_1.1-10.tgz
Old sources: POT archive

Reverse dependencies:

Reverse imports: RtsEva, VSOLassoBag
Reverse suggests: lax


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