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 avalaible.

Version: 1.1-1
Depends: R (≥ 1.8.0)
Published: 2011-06-22
Author: Mathieu Ribatet
Maintainer: Mathieu Ribatet <mathieu.ribatet at math.univ-montp2.fr>
License: GPL (≥ 2)
URL: http://r-forge.r-project.org/projects/pot/
In views: Distributions, Environmetrics, Finance
CRAN checks: POT results

Downloads:

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

Reverse dependencies:

Reverse depends: simPopulation