Cross-validatory predictive performance for i.i.d. data | Predictive inference for future extremes | Single training threshold | Inferences averaged over multiple thresholds | References
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:
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)
threshr_1.0.8.tar.gz(r-4.7-any)threshr_1.0.8.tar.gz(r-4.6-any)
threshr_1.0.8.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION |NEWS
card.svg |card.png
threshr/json (API)
| # 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:
extreme-value-analysisextreme-value-statisticsextreme-value-thresholdextremesgeneralised-paretoinferenceplotpredictionthresholdthreshold-selectionuncertainty
Last updated from:75a73c6b40. Checks:9 OK. Indexed: yes.
| Target | Result | Time | Files | Syslog |
|---|---|---|---|---|
| linux-devel-x86_64 | OK | 156 | ||
| source / vignettes | OK | 224 | ||
| linux-release-x86_64 | OK | 146 | ||
| macos-release-arm64 | OK | 99 | ||
| macos-oldrel-arm64 | OK | 114 | ||
| windows-devel | OK | 105 | ||
| windows-release | OK | 107 | ||
| windows-oldrel | OK | 166 | ||
| wasm-release | OK | 125 |
Dependencies:abindbackportsbayesplotchandwichcheckmateclicpp11distributionaldplyrexdexfarvergenericsggplot2ggridgesgluegtableisobandlabelinglifecyclemagrittrmatrixStatsnumDerivpillarpkgconfigplyrposteriorpurrrR6RColorBrewerRcppRcppArmadilloRcppRollreshape2revdbayesrlangrustS7scalesstringistringrtensorAtibbletidyrtidyselectutf8vctrsviridisLitewithr
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| threshr: Threshold Selection and Uncertainty for Extreme Value Analysis | threshr-package threshr |
| Storm peak significant wave heights from the Gulf of Mexico | gom |
| Threshold selection in the i.i.d. case (peaks over threshold) | ithresh |
| Storm peak significant wave heights from the North Sea | ns |
| Plot diagnostics an ithresh object | plot.ithresh |
| Plot diagnostics an ithreshpred object | plot.ithreshpred |
| Plot diagnostics for a stability object | plot.stability |
| Predictive inference for the largest value observed in N years. | predict.ithresh |
| Print method for objects of class '"ithresh"' | print.ithresh |
| Generalized Pareto parameter estimate stability | stability |
| Summarizing measures of threshold predictive performance | summary.ithresh |
