Peaks Over Threshold (POT) or 'methode du renouvellement'. The distribution for the exceedances can be chosen, and heterogeneous data (including historical data or block data) can be used in a Maximum-Likelihood framework.

Documentation

Manual: Renext.pdf
Vignette: None available.

Maintainer: Lise Bardet <lise.bardet at irsn.fr>

Author(s): Yves Deville <deville.yves at alpestat.com>, IRSN <renext at irsn.fr>

Install package and any missing dependencies by running this line in your R console:

install.packages("Renext")

Depends R (>= 2.8.0), stats, graphics, evd
Imports numDeriv, splines, methods
Suggests MASS, ismev, XML
Enhances
Linking to
Reverse
depends
RenextGUI
Reverse
imports
extremeStat
Reverse
suggests
Reverse
enhances
Reverse
linking to

Package Renext
Materials
URL
Task Views Distributions , ExtremeValue
Version 3.1-0
Published 2016-07-04
License GPL (>= 2)
BugReports
SystemRequirements
NeedsCompilation no
Citation
CRAN checks Renext check results
Package source Renext_3.1-0.tar.gz