threshr (1.0.1)

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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) . 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.

Maintainer: Paul Northrop
Author(s): Paul J. Northrop [aut, cre, cph], Nicolas Attalides [aut]

License: GPL (>= 2)

Uses: revdbayes, rust, testthat, knitr, rmarkdown

Released about 1 year ago.

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