Renext
From MaRDI portal
Software:66249
Renewal Method for Extreme Values Extrapolation
Last update: 29 August 2023
Copyright license: GNU General Public License, version 3.0, GNU General Public License, version 2.0
Software version identifier: 3.1-3, 1.0-0, 2.0-0, 2.0-11, 2.1-0, 2.1-10, 3.0-0, 3.1-0, 3.1-4
Peaks Over Threshold (POT) or 'methode du renouvellement'. The distribution for the excesses can be chosen, and heterogeneous data (including historical data or block data) can be used in a Maximum-Likelihood framework.
Related Items (3)
This page was built for software: Renext
