SCM

Modelling Peaks Over Threshold: Project Home – R-Forge

Project description

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.

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Latest News

POT version 1.0-6 on CRAN

Mathieu Ribatet - 2007-12-08 19:29 -

POT_1.0-5 on CRAN

Mathieu Ribatet - 2007-11-04 12:40 -

The POT package is now available

Mathieu Ribatet - 2007-10-14 14:54 -
Thanks to:
Vienna University of Economics and Business University of Wisconsin - Madison Powered By FusionForge