Package: threshr 1.0.8

threshr: Threshold Selection and Uncertainty for Extreme Value Analysis

Provides functions for the selection of thresholds for use in extreme value models, based mainly on the methodology in Northrop, Attalides and Jonathan (2017) <doi:10.1111/rssc.12159>. It also performs predictive inferences about future extreme values, based either on a single threshold or on a weighted average of inferences from multiple thresholds, using the 'revdbayes' package <https://cran.r-project.org/package=revdbayes>. At the moment only the case where the data can be treated as independent identically distributed observations is considered.

Authors:Paul J. Northrop [aut, cre, cph], Nicolas Attalides [aut]

threshr_1.0.8.tar.gz
threshr_1.0.8.zip(r-4.7)threshr_1.0.8.zip(r-4.6)threshr_1.0.8.zip(r-4.5)
threshr_1.0.8.tgz(r-4.6-any)threshr_1.0.8.tgz(r-4.5-any)
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threshr_1.0.8.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
card.svg |card.png
threshr/json (API)
NEWS

# Install 'threshr' in R:
install.packages('threshr', repos = c('https://paulnorthrop.r-universe.dev', 'https://cloud.r-project.org'))

Bug tracker:https://github.com/paulnorthrop/threshr/issues

Pkgdown/docs site:https://paulnorthrop.github.io

Datasets:
  • gom - Storm peak significant wave heights from the Gulf of Mexico
  • ns - Storm peak significant wave heights from the North Sea

On CRAN:

Conda:

extreme-value-analysisextreme-value-statisticsextreme-value-thresholdextremesgeneralised-paretoinferenceplotpredictionthresholdthreshold-selectionuncertainty

6.13 score 7 stars 1 packages 32 scripts 607 downloads 2 exports 48 dependencies

Last updated from:75a73c6b40. Checks:9 OK. Indexed: yes.

TargetResultTimeFilesSyslog
linux-devel-x86_64OK150
source / vignettesOK201
linux-release-x86_64OK158
macos-release-arm64OK97
macos-oldrel-arm64OK79
windows-develOK130
windows-releaseOK104
windows-oldrelOK110
wasm-releaseOK124

Exports:ithreshstability

Dependencies:abindbackportsbayesplotchandwichcheckmateclicpp11distributionaldplyrexdexfarvergenericsggplot2ggridgesgluegtableisobandlabelinglifecyclemagrittrmatrixStatsnumDerivpillarpkgconfigplyrposteriorpurrrR6RColorBrewerRcppRcppArmadilloRcppRollreshape2revdbayesrlangrustS7scalesstringistringrtensorAtibbletidyrtidyselectutf8vctrsviridisLitewithr

Introducing threshr: Threshold Selection and Uncertainty for Extreme Value Analysis

Paul J. Northrop

Rendered fromthreshr-vignette.Rmdusingknitr::rmarkdownon May 23 2026.

Last update: 2026-03-24
Started: 2016-11-24