Generalized Pareto Distribution and Peaks Over Threshold


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Documentation for package `POT'

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ardieres High Flood Flows of river Ardieres at Beaujeu
clust Clustering Techniques
dens.gpd Graphical Functions to compare the GP Fitted Model to Empirical One
dgpd The Generalized Pareto Distribution
diplot Dispersion Index Plot
exiplot Extremal Index Plot
fitgpd Fitting a POT model through a GP distribution
gpd.firl Confidence interval for the GP distribution
gpd.fiscale Confidence interval for the GP distribution
gpd.fishape Confidence interval for the GP distribution
gpd.pfrl Confidence interval for the GP distribution
gpd.pfscale Confidence interval for the GP distribution
gpd.pfshape Confidence interval for the GP distribution
gpdmdpd Fitting a POT model through a GP distribution
gpdmed Fitting a POT model through a GP distribution
gpdmle Fitting a POT model through a GP distribution
gpdmoments Fitting a POT model through a GP distribution
gpdpickands Fitting a POT model through a GP distribution
gpdpwmb Fitting a POT model through a GP distribution
gpdpwmu Fitting a POT model through a GP distribution
lmomplot L-moments Plot
mrlplot Empirical Mean Residual Life Plot
pgpd The Generalized Pareto Distribution
plotgpd Graphical Functions to compare the GP Fitted Model to Empirical One
pp.gpd Graphical Functions to compare the GP Fitted Model to Empirical One
printpot Fitting a POT model through a GP distribution
prob2rp Tools to convert return periods to probability and vice versa
qgpd The Generalized Pareto Distribution
qq.gpd Graphical Functions to compare the GP Fitted Model to Empirical One
retlev.gpd Graphical Functions to compare the GP Fitted Model to Empirical One
rgpd The Generalized Pareto Distribution
rp2prob Tools to convert return periods to probability and vice versa
samlmu Compute sample L-moments
tcplot Threshold Choice Plot
ts2tsd Mobile Window on a Time Serie