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POT: Generalized Pareto Distribution and Peaks Over Threshold

Some functions useful to perform a Peak Over Threshold analysis in univariate and bivariate cases, see Beirlant et al. (2004) <doi:10.1002/0470012382>. A user guide is available in the vignette.

Version:	1.1-11
Depends:	R (≥ 3.0.0)
Published:	2024-10-17
DOI:	10.32614/CRAN.package.POT
Author:	Christophe Dutang [aut, cre], Mathieu Ribatet [aut]
Maintainer:	Christophe Dutang <dutangc at gmail.com>
License:	GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
URL:	https://pot.r-forge.r-project.org/
NeedsCompilation:	yes
Citation:	POT citation info
Materials:	README ChangeLog
In views:	ExtremeValue
CRAN checks:	POT results

Documentation:

Reference manual:	POT.pdf
Vignettes:	An R Package for Univariate and Bivariate Peaks Over Threshold Analysis (source, R code)

Downloads:

Package source:	POT_1.1-11.tar.gz
Windows binaries:	r-devel: POT_1.1-11.zip, r-release: POT_1.1-11.zip, r-oldrel: POT_1.1-11.zip
macOS binaries:	r-release (arm64): POT_1.1-11.tgz, r-oldrel (arm64): POT_1.1-11.tgz, r-release (x86_64): POT_1.1-11.tgz, r-oldrel (x86_64): POT_1.1-11.tgz
Old sources:	POT archive

Reverse dependencies:

Reverse imports:	RtsEva, VSOLassoBag
Reverse suggests:	lax

Linking:

Please use the canonical form https://CRAN.R-project.org/package=POT to link to this page.

These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
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