Generalized Pareto Distribution and Peaks Over Threshold
Transforms GPD Observations to Unit Frechet Ones and Vice Versa
Internal functions and methods for the POT package.
Fitting Markov Chain Models to Peaks Over a Threshold
Fitting the point process characterisation to exceedances above a thre...
Printing uvpot objects
Anova Tables: Bivariate Case
Anova Tables: Univariate Case
High Flood Flows of the Ardieres River at Beaujeu
Return Level Plot: Bivariate Case
Dependence Measures For Extreme Values Analysis
Identify Extreme Clusters within a Time Series
Extract model coefficients of a 'pot' model
Generic Function to Compute (Profile) Confidence Intervals
Convergence Assessment for Fitted Objects
Density Plot: Univariate Case
Compute the Density of the Extremal Index
Threshold Selection: The Dispersion Index Plot
Simulate Markov Chains With Extreme Value Dependence Structures
Extremal Index Plot
Fisher Based Confidence Interval for the GP Distribution
Fitting Bivariate Peaks Over a Threshold Using Bivariate Extreme Value...
Extremal Index Estimation
Fitting a GPD to Peaks Over a Threshold
Threshold Selection: The L-moments Plot
Extract Log-Likelihood
Threshold Selection: The Empirical Mean Residual Life Plot
The Pickands' Dependence Function
Graphical Diagnostics: the Bivariate Extreme Value Distribution Model.
Graphical Diagnostics: Markov Chains for All Exceedances.
Graphical Diagnostic: the Univariate GPD Model
Overview of the POT package
Probability Probability Plot
Printing bvpot objects
Printing mcpot objects
Profiled Confidence interval for the GP Distribution
Quantile Quantile Plot
Parametric Bivariate GPD
Return Level Plot
Converts Return Periods to Probability and Vice Versa
Compute Sample L-moments
The Generalized Pareto Distribution
Simulate an Markov Chain with a Fixed Extreme Value Dependence from a ...
Spectral Density Plot
Compactly display the structure
Testing for Tail Independence in Extreme Value Models
Threshold Selection: The Threshold Choice Plot
Mobile Window on a Time Series
Diagnostic for Dependence within Time Series Extremes
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.