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.
Version: 1.0.6 Depends: R (≥ 3.3.0) Imports: graphics, methods, revdbayes (≥ 1.3.4), rust (≥ 1.2.2), stats Suggests: knitr, rmarkdown, testthat Published: 2024-07-17 DOI: 10.32614/CRAN.package.threshr Author: Paul J. Northrop [aut, cre, cph], Nicolas Attalides [aut] Maintainer: Paul J. Northrop <p.northrop at ucl.ac.uk> BugReports: https://github.com/paulnorthrop/threshr/issues License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] URL: https://paulnorthrop.github.io/threshr/, https://github.com/paulnorthrop/threshr NeedsCompilation: no Materials: README NEWS In views: ExtremeValue CRAN checks: threshr results Documentation: Downloads: Reverse dependencies: Linking:Please use the canonical form https://CRAN.R-project.org/package=threshr to link to this page.
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