threshr: Threshold Selection and Uncertainty for Extreme Value Analysis
Provides functions for the selection of thresholds for use in
extreme value models, based mainly on the methodology in
Northrop, Attalides and Jonathan (2017) <doi:10.1111/rssc.12159>.
It also performs predictive inferences about future extreme values,
based either on a single threshold or on a weighted average of inferences
from multiple thresholds, using the 'revdbayes' package
<https://cran.r-project.org/package=revdbayes>.
At the moment only the case where the data can be treated as
independent identically distributed observations is considered.
| Version: |
1.0.6 |
| Depends: |
R (≥ 3.3.0) |
| Imports: |
graphics, methods, revdbayes (≥ 1.3.4), rust (≥ 1.2.2), stats |
| Suggests: |
knitr, rmarkdown, testthat |
| Published: |
2024-07-17 |
| DOI: |
10.32614/CRAN.package.threshr |
| Author: |
Paul J. Northrop [aut, cre, cph],
Nicolas Attalides [aut] |
| Maintainer: |
Paul J. Northrop <p.northrop at ucl.ac.uk> |
| BugReports: |
https://github.com/paulnorthrop/threshr/issues |
| License: |
GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| URL: |
https://paulnorthrop.github.io/threshr/,
https://github.com/paulnorthrop/threshr |
| NeedsCompilation: |
no |
| Materials: |
README NEWS |
| In views: |
ExtremeValue |
| CRAN checks: |
threshr results |
Documentation:
Downloads:
Reverse dependencies:
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