Renext (Q66249)

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Renewal Method for Extreme Values Extrapolation
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    Renext
    Renewal Method for Extreme Values Extrapolation

      Statements

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      3.1-3
      24 November 2022
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      1.0-0
      11 June 2010
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      2.0-0
      9 March 2012
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      2.0-11
      24 August 2012
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      2.1-0
      4 October 2013
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      2.1-10
      28 April 2015
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      3.0-0
      23 June 2015
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      3.1-0
      4 July 2016
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      3.1-4
      29 August 2023
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      29 August 2023
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      Peaks Over Threshold (POT) or 'methode du renouvellement'. The distribution for the excesses can be chosen, and heterogeneous data (including historical data or block data) can be used in a Maximum-Likelihood framework.
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