CRAN

threshr 1.0.1

Threshold Selection and Uncertainty for Extreme Value Analysis

Released Mar 1, 2019 by Paul J. Northrop

This package can be loaded by Renjin but all tests failed.

Dependencies

revdbayes 1.3.2 rust 1.3.6

Provides functions for the selection of thresholds for use in extreme value models, based mainly on the methodology in Northrop, Attalides and Jonathan (2017) . 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 . At the moment only the case where the data can be treated as independent identically distributed observations is considered.

Installation

Maven

This package can be included as a dependency from a Java or Scala project by including the following your project's pom.xml file. Read more about embedding Renjin in JVM-based projects.

<dependencies>
  <dependency>
    <groupId>org.renjin.cran</groupId>
    <artifactId>threshr</artifactId>
    <version>1.0.1-b1</version>
  </dependency>
</dependencies>
<repositories>
  <repository>
    <id>bedatadriven</id>
    <name>bedatadriven public repo</name>
    <url>https://nexus.bedatadriven.com/content/groups/public/</url>
  </repository>
</repositories>

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Renjin CLI

If you're using Renjin from the command line, you load this library by invoking:

library('org.renjin.cran:threshr')

Test Results

This package was last tested against Renjin 0.9.2724 on Mar 3, 2019.

Source

R

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Release History