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POT  

Generalized Pareto Distribution and Peaks Over Threshold
View on CRAN: Click here


Download and install POT package within the R console
Install from CRAN:
install.packages("POT")

Install from Github:
library("remotes")
install_github("cran/POT")

Install by package version:
library("remotes")
install_version("POT", "1.1-10")



Attach the package and use:
library("POT")
Maintained by
Christophe Dutang
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2005-09-06
Latest Update: 2022-04-14
Description:
Some functions useful to perform a Peak Over Threshold analysis in univariate and bivariate cases, see Beirlant et al. (2004) . A user guide is available in the vignette.
How to cite:
Christophe Dutang (2005). POT: Generalized Pareto Distribution and Peaks Over Threshold. R package version 1.1-10, https://cran.r-project.org/web/packages/POT
Previous versions and publish date:
0.0-1 (2005-09-06 09:06), 0.0-2 (2005-09-14 13:20), 0.0-3 (2006-03-30 11:24), 0.0-4 (2006-05-03 09:40), 0.0-5 (2006-05-30 09:59), 0.0-6 (2006-06-22 09:39), 0.0-7 (2006-08-11 19:07), 0.0-8 (2006-10-21 11:49), 0.0-9 (2006-11-09 11:12), 1.0-0 (2007-01-26 19:23), 1.0-1 (2007-03-30 12:36), 1.0-2 (2007-07-09 14:55), 1.0-3 (2007-08-25 18:46), 1.0-4 (2007-09-25 20:45), 1.0-5 (2007-10-30 19:56), 1.0-6 (2007-12-06 08:16), 1.0-7 (2008-04-03 15:06), 1.0-8 (2008-07-05 18:04), 1.0-9 (2009-02-10 09:14), 1.1-0 (2009-10-16 13:11), 1.1-1 (2011-06-22 22:30), 1.1-2 (2012-08-20 14:33), 1.1-3 (2012-11-06 10:49), 1.1-5 (2016-11-08 16:53), 1.1-6 (2016-11-22 18:23), 1.1-7 (2019-04-18 23:30), 1.1-8 (2022-01-28 11:40), 1.1-9 (2022-04-12 18:02)
Other packages that cited POT R package
View POT citation profile
Other R packages that POT depends, imports, suggests or enhances
Functions, R codes and Examples using the POT R package
Some associated functions: POT-pkg . anova.bvpot . anova.uvpot . ardieres . bvretlev . chimeas . clust . coef.pot . confint . convassess . dens . dexi . diplot . evmc . exiplot . fisherconf . fitBvGPD . fitGPD . fitMcGPD . fitPP . fitexi . gpd2frech . internals . lmomplot . logLik.pot . mrlplot . pickDep . plot.bvpot . plot.mcpot . plotGPD . pp . print.bvpot . print.mcpot . print.uvpot . profconf . qq . rbvgpd . retPer . retlev . samlmu . simGPD . simmcpot . specdens . summary.pot . tailind.test . tcplot . ts2tsd . tsdep.plot . 
Some associated R codes: GPD-dpqr-fun.R . bvGPD-dpqr-fun.R . bvpot-fitBvGPD.R . bvpot-gen-anova.R . bvpot-gen-convassess.R . bvpot-gen-plot.R . bvpot-gen-print.R . bvpot-gen-retlev.R . default-gen-convassess.R . default-gen-dens.R . default-gen-pp.R . default-gen-qq.R . default-gen-retlev.R . exi-density.R . exi-fit.R . graph-chimeas.R . graph-clust.R . graph-diplot.R . graph-exiplot.R . graph-lmomplot.R . graph-mrlplot.R . graph-pickdep.R . graph-specdens.R . graph-tailind.test.R . graph-tcplot.R . graph-tsdepplot.R . mcpot-fitMcGPD.R . mcpot-gen-convassess.R . mcpot-gen-plot.R . mcpot-gen-print.R . mcpot-gen-retlev.R . mcpot-simmc.R . mcpot-simmcpot.R . pot-gen-coef.R . pot-gen-loglik.R . pot-gen-summary.R . util-FrechtoGPD.R . util-GPD-lme.R . util-GPD-mdpde.R . util-GPD-me.R . util-GPD-mgfe.R . util-GPD-mle.R . util-GPD-mme.R . util-GPD-mple.R . util-GPD-pe.R . util-GPD-pwmbe.R . util-GPD-pwmue.R . util-confGPD-fisher.R . util-confGPD-prof.R . util-lmom.R . util-retlev2prob.R . util-ts2tsd.R . uvpot-fitGPD.R . uvpot-fitPP.R . uvpot-gen-anova.R . uvpot-gen-convassess.R . uvpot-gen-dens.R . uvpot-gen-plot.R . uvpot-gen-pp.R . uvpot-gen-print.R . uvpot-gen-qq.R . uvpot-gen-retlev.R .  Full POT package functions and examples
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