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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.
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.
Health stats visible at Monitor.