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POT

swMATH ID: 8205
Software Authors: Mathieu Ribatet
Description: R package POT: Generalized Pareto Distribution and Peaks Over Threshold. Some functions useful to perform a Peak Over Threshold analysis in univariate and bivariate cases. A user’s guide is available.
Homepage: http://cran.r-project.org/web/packages/POT/index.html
Source Code:  https://github.com/cran/POT
Related Software: R; evir; ismev; Rcpp; VGAM; evd; lattice; devtools; DescTools; smoothmest; fitdistrplus; dbEmpLikeGOF; normtest; nortest; EWGoF; KScorrect; goft; goftest; vsgoftest; pandas
Cited in: 9 Documents

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