This package is intended for those who wish to conduct an extreme values analysis. It provides the whole toolkit necessary to create a threshold model in a simple and efficient way, presenting the main methods towards the Peak-Over-Threshold Method and the fit in the Generalized Pareto Distribution. For installing and use it, go to https://github.com/iagolemos1/thresholdmodeling
Project description
This package is intended for those who wish to conduct an extreme values analysis. It provides the whole toolkit necessary to create a threshold model in a simple and efficient way, presenting the main methods towards the Peak-Over-Threshold method and the fit in the Generalized Pareto Distribution.
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