POT

MaRDI QIDQ20215swMATHCRANFDO

Authors Christophe Dutang, Mathieu Ribatet

Last update 18 September 2026

Copyright license GNU General Public License, version 2.0, GNU General Public License, version 3.0

Software version identifier 1.1-10, PACKAGES.rds, 0.0-1, 0.0-2, 0.0-3, 0.0-4, 0.0-5, 0.0-6, 0.0-7, 0.0-8, 0.0-9, 1.0-0, 1.0-1, 1.0-2, 1.0-3, 1.0-4, 1.0-5, 1.0-6, 1.0-7, 1.0-8, 1.0-9, 1.1-0, 1.1-1, 1.1-2, 1.1-3, 1.1-5, 1.1-6, 1.1-7, 1.1-8, 1.1-9, 1.1-11, 1.1-12

Official website http://cran.r-project.org/web/packages/POT/index.html

Source code repository https://github.com/cran/POT

Description

Some functions useful to perform a Peak Over Threshold analysis in univariate and bivariate cases, see Beirlant et al. (2004) <doi:10.1002/0470012382>. A user guide is available in the vignette.

Cites work

• Statistics of Extremes

Cited in

(41)

• EVIM
• Parameter estimation for the 4-parameter asymmetric exponential power distribution by the method of L-moments using R
• RobLox
• RobASt
• LMOMENTS
• lmomRFA
• lmom
• evir
• gPdtest
• evd
• TRANSIMS
• texmex
• A double generalized Pareto distribution
• TestEVC1d
• fExtremes
• ppstat
• lmomco
• gld
• smoothtail
• spd
• nsRFA
• Optimally robust estimators in generalized Pareto models
• normtest
• On estimation of loss distributions and risk measures
• dbEmpLikeGOF
• extRemes
• Lmoments
• NHPoisson
• RFA
• The maximum \(L_q\)-likelihood method: an application to extreme quantile estimation in finance
• goft
• vsgoftest
• KScorrect
• EWGoF
• VSOLassoBag
• An M-estimator for tail dependence in arbitrary dimensions
• RtsEva
• DSGEr
• Bivariate statistical analysis of TCP-flow sizes and durations
• Point and exact interval estimation for the generalized Pareto distribution with small samples
• A software review for extreme value analysis

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