Package

threshr

threshr: Threshold Selection and Uncertainty for Extreme Value Analysis

Threshold selection

ithresh()

Threshold selection in the i.i.d. case (peaks over threshold)

stability()

Generalized Pareto parameter estimate stability

Example data

gom

Storm peak significant wave heights from the Gulf of Mexico

ns

Storm peak significant wave heights from the North Sea

Generics

plot(<ithresh>)

Plot diagnostics an ithresh object

plot(<ithreshpred>)

Plot diagnostics an ithreshpred object

plot(<stability>)

Plot diagnostics for a stability object

print(<ithresh>)

Print method for objects of class "ithresh"

predict(<ithresh>)

Predictive inference for the largest value observed in N years.

summary(<ithresh>)

Summarizing measures of threshold predictive performance