Renext: Renewal Method for Extreme Values Extrapolation (original) (raw)
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.
| Version: | 3.1-5 |
|---|---|
| Depends: | R (≥ 2.8.0), stats, graphics, evd |
| Imports: | numDeriv, splines, methods |
| Suggests: | MASS, ismev, XML |
| Published: | 2025-08-27 |
| DOI: | 10.32614/CRAN.package.Renext |
| Author: | Yves Deville |
| Maintainer: | Nathan Bengaouer <nathan.bengaouer at asnr.fr> |
| License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| URL: | https://github.com/IRSN/Renext, https://irsn.github.io/Renext/ |
| NeedsCompilation: | no |
| Materials: | |
| In views: | Distributions, ExtremeValue |
| CRAN checks: | Renext results |
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