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threshr

Threshold Selection and Uncertainty for Extreme Value Analysis

v1.0.7 · Oct 8, 2025 · GPL (>= 2)

Description

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.

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OK 14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 9, 2026

Reverse Dependencies (1)

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Dependency Network

Dependencies Reverse dependencies revdbayes rust extrememix threshr

Version History

new 1.0.7 Mar 9, 2026