Modelling Peaks Over Threshold: Project Home – R-Forge
Project description
The project consists in developing functions for peaks over threshold modeling. Most of results come from the extreme value theory (EVT). The EVT is currently extensively used, mostly in environmental sciences and finance. Project Information
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Latest News
POT version 1.0-6 on CRANMathieu Ribatet - 2007-12-08 19:29 -
POT_1.0-5 on CRANMathieu Ribatet - 2007-11-04 12:40 -
The POT package is now availableMathieu Ribatet - 2007-10-14 14:54 -
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