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threshr  

Threshold Selection and Uncertainty for Extreme Value Analysis
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("threshr", "1.0.6")



Attach the package and use:
library("threshr")
Maintained by
Paul J. Northrop
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2017-09-04
Latest Update: 2023-09-02
Description:
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.
How to cite:
Paul J. Northrop (2017). threshr: Threshold Selection and Uncertainty for Extreme Value Analysis. R package version 1.0.6, https://cran.r-project.org/web/packages/threshr. Accessed 18 Mar. 2025.
Previous versions and publish date:
1.0.0 (2017-09-04 10:17), 1.0.1 (2019-03-01 22:50), 1.0.2 (2020-09-05 18:50), 1.0.3 (2020-09-14 23:30), 1.0.4 (2023-09-02 18:20), 1.0.5 (2023-12-02 23:40)
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