POT
provides some functions useful to perform a Peak
Over Threshold analysis in univariate and bivariate cases, see Beirlant
et al. (2004)
The stable version of POT
can be installed from CRAN
using:
install.packages("POT")
Finally load the package in your current R session with the following R command:
library(POT)
The overall documentation is available at
help(POT)
See also the vignette.