Package: threshr 1.0.6.9000

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]

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threshr.pdf |threshr.html✨
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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 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-statisticsextremesgeneralizedinferenceparetoplotpredictionthresholdthreshold-selectionuncertainty

5.72 score 6 stars 1 packages 29 scripts 356 downloads 2 exports 52 dependencies

Last updated 1 months agofrom:e4e070f5a4. Checks:9 OK. Indexed: yes.

TargetResultLatest binary
Doc / VignettesOKMar 07 2025
R-4.5-winOKMar 07 2025
R-4.5-macOKMar 07 2025
R-4.5-linuxOKMar 07 2025
R-4.4-winOKMar 07 2025
R-4.4-macOKMar 07 2025
R-4.4-linuxOKMar 07 2025
R-4.3-winOKMar 07 2025
R-4.3-macOKMar 07 2025

Exports:ithreshstability

Dependencies:abindbackportsbayesplotchandwichcheckmateclicolorspacedistributionaldplyrexdexfansifarvergenericsggplot2ggridgesgluegtableisobandlabelinglatticelifecyclemagrittrMASSMatrixmatrixStatsmgcvmunsellnlmenumDerivpillarpkgconfigplyrposteriorR6RColorBrewerRcppRcppArmadilloRcppRollreshape2revdbayesrlangrustscalesstringistringrtensorAtibbletidyselectutf8vctrsviridisLitewithr

Introducing threshr: Threshold Selection and Uncertainty for Extreme Value Analysis

Paul J. Northrop

Rendered fromthreshr-vignette.Rmdusingknitr::rmarkdownon Mar 07 2025.

Last update: 2019-03-01
Started: 2016-11-24