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. 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 ucl.ac.uk> |
| BugReports: | http://github.com/paulnorthrop/threshr/issues |
| License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| URL: | http://github.com/paulnorthrop/threshr |
| 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: threshr_1.0.0.zip, r-release: threshr_1.0.0.zip, r-oldrel: threshr_1.0.0.zip |
| 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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