The project consists in developing functions for peaks over threshold modeling. Most of results come from the extreme value theory (EVT). The EVT is currently extensively used, mostly in environmental sciences and finance.

• Development Status: 5 - Production/Stable
• Environment: Win32 (MS Windows), X11 Applications
• Intended Audience: Developers, End Users/Desktop
• License: GNU General Public License (GPL)
• Natural Language: English, French
• Operating System: MacOS, Microsoft, Linux
• Programming Language: C/C++, Fortran, R
• Topic: Value at Risk, Other/Nonlisted Topic

To install packages directly within R type install.packages("packagename",repos="http://R-Forge.R-project.org")