Generalized Pareto Distribution and Peaks Over Threshold

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Documentation for package ‘POT’ version 1.1-10

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POT-package Overview of the 'POT' package
anova.bvpot Anova Tables: Bivariate Case
anova.uvpot Anova Tables: Univariate Case
ardieres High Flood Flows of the Ardieres River at Beaujeu
chimeas Dependence Measures For Extreme Values Analysis
clust Identify Extreme Clusters within a Time Series
coef.pot Extract model coefficients of a "pot" model
confint.uvpot Generic Function to Compute (Profile) Confidence Intervals
convassess Convergence Assessment for Fitted Objects
convassess.bvpot Convergence Assessment for Fitted Objects
convassess.mcpot Convergence Assessment for Fitted Objects
convassess.uvpot Convergence Assessment for Fitted Objects
dens Density Plot: Univariate Case
dens.uvpot Density Plot: Univariate Case
dexi Compute the Density of the Extremal Index
dgpd The Generalized Pareto Distribution
diplot Threshold Selection: The Dispersion Index Plot
exiplot Extremal Index Plot
fitbvgpd Fitting Bivariate Peaks Over a Threshold Using Bivariate Extreme Value Distributions
fitexi Extremal Index Estimation
fitgpd Fitting a GPD to Peaks Over a Threshold
fitmcgpd Fitting Markov Chain Models to Peaks Over a Threshold
fitpp Fitting the point process characterisation to exceedances above a threshold
frech2gpd Transforms GPD Observations to Unit Frechet Ones and Vice Versa
gpd.firl Fisher Based Confidence Interval for the GP Distribution
gpd.fiscale Fisher Based Confidence Interval for the GP Distribution
gpd.fishape Fisher Based Confidence Interval for the GP Distribution
gpd.pfrl Profiled Confidence interval for the GP Distribution
gpd.pfscale Profiled Confidence interval for the GP Distribution
gpd.pfshape Profiled Confidence interval for the GP Distribution
gpd2frech Transforms GPD Observations to Unit Frechet Ones and Vice Versa
lmomplot Threshold Selection: The L-moments Plot
logLik.pot Extract Log-Likelihood
mrlplot Threshold Selection: The Empirical Mean Residual Life Plot
pbvgpd Parametric Bivariate GPD
pgpd The Generalized Pareto Distribution
pickdep The Pickands' Dependence Function
plot.bvpot Graphical Diagnostics: the Bivariate Extreme Value Distribution Model.
plot.mcpot Graphical Diagnostics: Markov Chains for All Exceedances.
plot.uvpot Graphical Diagnostic: the Univariate GPD Model
POT Overview of the 'POT' package
pp Probability Probability Plot
pp.uvpot Probability Probability Plot
print.bvpot Printing bvpot objects
print.mcpot Printing mcpot objects
print.uvpot Printing uvpot objects
prob2rp Converts Return Periods to Probability and Vice Versa
qgpd The Generalized Pareto Distribution
qq Quantile Quantile Plot
qq.uvpot Quantile Quantile Plot
rbvgpd Parametric Bivariate GPD
retlev Return Level Plot
retlev.bvpot Return Level Plot: Bivariate Case
retlev.mcpot Return Level Plot
retlev.uvpot Return Level Plot
rgpd The Generalized Pareto Distribution
rp2prob Converts Return Periods to Probability and Vice Versa
samlmu Compute Sample L-moments
simmc Simulate Markov Chains With Extreme Value Dependence Structures
simmcpot Simulate an Markov Chain with a Fixed Extreme Value Dependence from a Fitted mcpot Object
specdens Spectral Density Plot
summary.pot Compactly display the structure
tailind.test Testing for Tail Independence in Extreme Value Models
tcplot Threshold Selection: The Threshold Choice Plot
ts2tsd Mobile Window on a Time Series
tsdep.plot Diagnostic for Dependence within Time Series Extremes