Package |
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threshr: Threshold Selection and Uncertainty for Extreme Value Analysis |
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Threshold selection |
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Threshold selection in the i.i.d. case (peaks over threshold) |
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Generalized Pareto parameter estimate stability |
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Example data |
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Storm peak significant wave heights from the Gulf of Mexico |
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Storm peak significant wave heights from the North Sea |
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Generics |
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Plot diagnostics an ithresh object |
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Plot diagnostics an ithreshpred object |
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Plot diagnostics for a stability object |
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Print method for objects of class |
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Predictive inference for the largest value observed in N years. |
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Summarizing measures of threshold predictive performance |