threshr: Threshold Selection and Uncertainty for Extreme Value Analysis

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 <>. At the moment only the case where the data can be treated as independent identically distributed observations is considered. See the 'threshr' website for more information, documentation and examples.

Version: 1.0.0
Depends: R (≥ 3.3.1)
Imports: graphics, methods, revdbayes (≥ 1.2.0), rust (≥ 1.2.2), stats
Suggests: knitr, rmarkdown, testthat
Published: 2017-09-04
Author: Paul J. Northrop [aut, cre, cph], Nicolas Attalides [aut]
Maintainer: Paul J. Northrop <p.northrop at>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: no
Materials: README
In views: ExtremeValue
CRAN checks: threshr results


Reference manual: threshr.pdf
Vignettes: Introducing threshr: Threshold Selection and Uncertainty for Extreme Value Analysis
Package source: threshr_1.0.0.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
OS X El Capitan binaries: r-release: threshr_1.0.0.tgz
OS X Mavericks binaries: r-oldrel: threshr_1.0.0.tgz


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