r-threshr 1.0.6
Channel: guix-cran
Home page: https://paulnorthrop.github.io/threshr/
Licenses: GPL 2+
Synopsis: Threshold Selection and Uncertainty for Extreme Value Analysis
Description:
This package 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.
Total results: 1