Other packages > Find by keyword >

tea  

Threshold Estimation Approaches
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("tea", "1.1")



Attach the package and use:
library("tea")
Maintained by
Johannes Ossberger
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2017-01-22
Latest Update: 2020-04-19
Description:
Different approaches for selecting the threshold in generalized Pareto distributions. Most of them are based on minimizing the AMSE-criterion or at least by reducing the bias of the assumed GPD-model. Others are heuristically motivated by searching for stable sample paths, i.e. a nearly constant region of the tail index estimator with respect to k, which is the number of data in the tail. The third class is motivated by graphical inspection. In addition, a sequential testing procedure for GPD-GoF-tests is also implemented here.
How to cite:
Johannes Ossberger (2017). tea: Threshold Estimation Approaches. R package version 1.1, https://cran.r-project.org/web/packages/tea. Accessed 25 Jun. 2026.
Previous versions and publish date:
1.0 (2017-01-22 17:02)
Other packages that cited tea R package
View tea citation profile
Other R packages that tea depends, imports, suggests or enhances
Complete documentation for tea
Functions, R codes and Examples using the tea R package
Some associated functions: DK . GH . HW . Himp . PS . RT . TH . althill . avhill . dAMSE . danielsson . danish . eye . ggplot . gomes . gpd . gpdFit . hall . mindist . qqestplot . qqgpd . sumplot . tea-package . 
Some associated R codes: DK.R . GH.R . HW.R . Himp.R . PS.R . RT.R . TH.R . althill.R . avhill.R . dAMSE.R . danielsson.R . eye.R . ggplot.R . gomes.R . gpd.R . gpdFit.R . hall.R . helper.R . mindist.R . qqestplot.R . qqgpd.R . sumplot.R .  Full tea package functions and examples
Downloads during the last 30 days

Today's Hot Picks in Authors and Packages

sitmo  
Parallel Pseudo Random Number Generator (PPRNG) 'sitmo' Header Files
Provided within are two high quality and fast PPRNGs that may be used in an 'OpenMP' parallel enviro ...
Download / Learn more Package Citations See dependency  
quickcode  
Quick and Essential 'R' Tricks for Better Scripts
The NOT functions, 'R' tricks and a compilation of some simple quick plus often used 'R' codes to im ...
Download / Learn more Package Citations See dependency  
airGRiwrm  
'airGR' Integrated Water Resource Management
Semi-distributed Precipitation-Runoff Modelling based on 'airGR' package models integrating human i ...
Download / Learn more Package Citations See dependency  
foster  
Forest Structure Extrapolation with R
Set of tools to streamline the modeling of the relationship betweensatellite imagery time series or ...
Download / Learn more Package Citations See dependency  
edeaR  
Exploratory and Descriptive Event-Based Data Analysis
Exploratory and descriptive analysis of event based data. Provides methods for describing and select ...
Download / Learn more Package Citations See dependency  

27,535

R Packages

236,180

Dependencies

73,223

Author Associations

27,536

Publication Badges

© Copyright since 2022. All right reserved, rpkg.net.  Based in Cambridge, Massachusetts, USA