Package index • threshr

Package

threshr threshr-package: 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