Package: POT 1.1-12

Christophe Dutang

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.

Authors:Christophe Dutang [aut, cre], Mathieu Ribatet [aut]

POT_1.1-12.tar.gz
POT_1.1-12.zip(r-4.7)POT_1.1-12.zip(r-4.6)POT_1.1-12.zip(r-4.5)
POT_1.1-12.tgz(r-4.6-x86_64)POT_1.1-12.tgz(r-4.6-arm64)POT_1.1-12.tgz(r-4.5-x86_64)POT_1.1-12.tgz(r-4.5-arm64)
POT_1.1-12.tar.gz(r-4.7-arm64)POT_1.1-12.tar.gz(r-4.7-x86_64)POT_1.1-12.tar.gz(r-4.6-arm64)POT_1.1-12.tar.gz(r-4.6-x86_64)
POT_1.1-12.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION
card.svg |card.png
POT/json (API)

# Install 'POT' in R:

install.packages('POT', repos = c('https://r-forge.r-universe.dev', 'https://cloud.r-project.org'))

Bug tracker:https://r-forge.r-project.org/projects/pot

Datasets:

ardieres - High Flood Flows of the Ardieres River at Beaujeu

On CRAN:

7.01 score 2 packages 170 scripts 908 downloads 20 mentions 42 exports 0 dependencies

Last updated from:40e003ff18. Checks:11 NOTE, 2 OK. Indexed: yes.

Target	Result	Time
linux-devel-arm64	NOTE	141
linux-devel-x86_64	NOTE	113
source / vignettes	OK	161
linux-release-arm64	NOTE	120
linux-release-x86_64	NOTE	114
macos-release-arm64	NOTE	111
macos-release-x86_64	NOTE	204
macos-oldrel-arm64	NOTE	94
macos-oldrel-x86_64	NOTE	319
windows-devel	NOTE	91
windows-release	NOTE	124
windows-oldrel	NOTE	107
wasm-release	OK	91

Exports:chimeas clust convassess dens dexi dgpd diplot exiplot fitbvgpd fitexi fitgpd fitmcgpd fitpp frech2gpd gpd.firl gpd.fiscale gpd.fishape gpd.pfrl gpd.pfscale gpd.pfshape gpd2frech lmomplot mrlplot pbvgpd pgpd pickdep pp prob2rp qgpd qq rbvgpd retlev rgpd rp2prob samlmu simmc simmcpot specdens tailind.test tcplot ts2tsd tsdep.plot

Dependencies:

An R Package for Univariate and Bivariate Peaks Over Threshold Analysis

Introduction | An Introduction to the EVT | Basic Use | A Concrete Statistical Analysis of Peaks Over a Threshold | Dependence Models for Bivariate Extreme Value Distributions

Rendered fromPOT.Rnwusingutils::Sweave

Last update: 2022-04-13
Started: 2012-08-16

Citation

Development and contributors

Readme and manuals

Help Manual

Help page	Topics
Overview of the 'POT' package	POT-package POT
Anova Tables: Bivariate Case	anova.bvpot
Anova Tables: Univariate Case	anova.uvpot
Parametric Bivariate GPD	pbvgpd rbvgpd
Dependence Measures For Extreme Values Analysis	chimeas
Identify Extreme Clusters within a Time Series	clust
Extremal Index Plot	exiplot
Extract model coefficients of a ''pot'' model	coef.pot
Generic Function to Compute (Profile) Confidence Intervals	confint.uvpot
Convergence Assessment for Fitted Objects	convassess convassess.bvpot convassess.mcpot convassess.uvpot
Density Plot: Univariate Case	dens dens.uvpot
Compute the Density of the Extremal Index	dexi
Threshold Selection: The Dispersion Index Plot	diplot
Fisher Based Confidence Interval for the GP Distribution	gpd.firl gpd.fiscale gpd.fishape
Fitting a GPD to Peaks Over a Threshold	fitgpd
Fitting Bivariate Peaks Over a Threshold Using Bivariate Extreme Value Distributions	fitbvgpd
Extremal Index Estimation	fitexi
Fitting Markov Chain Models to Peaks Over a Threshold	fitmcgpd
Fitting the point process characterisation to exceedances above a threshold	fitpp
High Flood Flows of the Ardieres River at Beaujeu	ardieres
The Generalized Pareto Distribution	dgpd pgpd qgpd rgpd
Transforms GPD Observations to Unit Frechet Ones and Vice Versa	frech2gpd gpd2frech
Compute Sample L-moments	samlmu
Threshold Selection: The L-moments Plot	lmomplot
Extract Log-Likelihood	logLik.pot
Threshold Selection: The Empirical Mean Residual Life Plot	mrlplot
The Pickands' Dependence Function	pickdep
Graphical Diagnostics: the Bivariate Extreme Value Distribution Model.	plot.bvpot
Graphical Diagnostics: Markov Chains for All Exceedances.	plot.mcpot
Graphical Diagnostic: the Univariate GPD Model	plot.uvpot
Probability Probability Plot	pp pp.uvpot
Printing bvpot objects	print.bvpot
Printing mcpot objects	print.mcpot
Printing uvpot objects	print.uvpot
Profiled Confidence interval for the GP Distribution	gpd.pfrl gpd.pfscale gpd.pfshape
Quantile Quantile Plot	qq qq.uvpot
Return Level Plot	retlev retlev.mcpot retlev.uvpot
Return Level Plot: Bivariate Case	retlev.bvpot
Converts Return Periods to Probability and Vice Versa	prob2rp rp2prob
Simulate Markov Chains With Extreme Value Dependence Structures	simmc
Simulate an Markov Chain with a Fixed Extreme Value Dependence from a Fitted mcpot Object	simmcpot
Spectral Density Plot	specdens
Compactly display the structure	summary.pot
Testing for Tail Independence in Extreme Value Models	tailind.test
Threshold Selection: The Threshold Choice Plot	tcplot
Mobile Window on a Time Series	ts2tsd
Diagnostic for Dependence within Time Series Extremes	tsdep.plot