Some functions useful to perform a Peak Over Threshold analysis in univariate and bivariate cases. A user's guide is avalaible.
| Version: | 1.0-8 |
| Depends: | R (≥ 1.8.0) |
| Date: | 2008-07-03 |
| Author: | Mathieu Ribatet |
| Maintainer: | Mathieu Ribatet <mathieu.ribatet at epfl.ch> |
| License: | GPL (≥ 2) |
| URL: | http://people.epfl.ch/mathieu.ribatet, http://r-forge.r-project.org/projects/pot/ |
| In views: | Distributions, Finance |
| CRAN checks: | POT results |
Downloads:
| Package source: | POT_1.0-8.tar.gz |
| MacOS X binary: | POT_1.0-8.tgz |
| Windows binary: | POT_1.0-8.zip |
| Reference manual: | POT.pdf |
| Vignettes: |
An R Package for Univariate and Bivariate Peaks Over Threshold Analysis |
| News/ChangeLog: | ChangeLog |
| Old sources: | POT archive |