Renext (version 3.1-4)

Renewal Method for Extreme Values Extrapolation

Description

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.

Copy Link

Version

Down Chevron

Install

install.packages('Renext')

Monthly Downloads

594

Version

3.1-4

License

GPL (>= 2)

Issues

Pull Requests

Stars

Forks

Maintainer

Last Published

August 29th, 2023

Functions in Renext (3.1-4)