Threshold Selection and Uncertainty for Extreme Value Analysis
Print method for objects of class "ithresh"
Generalized Pareto parameter estimate stability
Threshold selection in the i.i.d. case (peaks over threshold)
Plot diagnostics an ithresh object
Plot diagnostics an ithreshpred object
Plot diagnostics for a stability object
Predictive inference for the largest value observed in N years.
Summarizing measures of threshold predictive performance
Internal threshr functions
threshr: Threshold Selection and Uncertainty for Extreme Value Analysi...
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.
Useful links