threshr (Q134820)
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Threshold Selection and Uncertainty for Extreme Value Analysis
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | threshr |
Threshold Selection and Uncertainty for Extreme Value Analysis |
Statements
2 December 2023
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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.
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expanded from: GPL (≥ 2) (English)
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