# Generalized Pareto Distribution and Peaks Over Threshold

## Documentation for package ‘POT’ version 1.1-6

- DESCRIPTION file.
- User guides, package vignettes and other documentation.
- Code demos. Use demo() to run them.

## Help Pages

anova.bvpot | Anova Tables: Bivariate Case
anova.uvpot | Anova Tables: Univariate Case
ardieres | High Flood Flows of the Ardieres River at Beaujeu
chimeas | Dependence Measures For Extreme Values Analysis
clust | Identify Extreme Clusters within a Time Series
coef.pot | Extract model coefficients of a "pot" model
confint.uvpot | Generic Function to Compute (Profile) Confidence Intervals
convassess | Convergence Assessment for Fitted Objects
convassess.bvpot | Convergence Assessment for Fitted Objects
convassess.mcpot | Convergence Assessment for Fitted Objects
convassess.uvpot | Convergence Assessment for Fitted Objects
dens | Density Plot: Univariate Case
dens.uvpot | Density Plot: Univariate Case
dexi | Compute the Density of the Extremal Index
dgpd | The Generalized Pareto Distribution
diplot | Threshold Selection: The Dispersion Index Plot
exiplot | Extremal Index Plot
fitbvgpd | Fitting Bivariate Peaks Over a Threshold Using Bivariate Extreme Value Distributions
fitexi | Extremal Index Estimation
fitgpd | Fitting a GPD to Peaks Over a Threshold
fitmcgpd | Fitting Markov Chain Models to Peaks Over a Threshold
fitpp | Fitting the point process characterisation to exceedances above a threshold
frech2gpd | Transforms GPD Observations to Unit Frechet Ones and Vice Versa
gpd.firl | Fisher Based Confidence Interval for the GP Distribution
gpd.fiscale | Fisher Based Confidence Interval for the GP Distribution
gpd.fishape | Fisher Based Confidence Interval for the GP Distribution
gpd.pfrl | Profiled Confidence interval for the GP Distribution
gpd.pfscale | Profiled Confidence interval for the GP Distribution
gpd.pfshape | Profiled Confidence interval for the GP Distribution
gpd2frech | Transforms GPD Observations to Unit Frechet Ones and Vice Versa
lmomplot | Threshold Selection: The L-moments Plot
logLik.pot | Extract Log-Likelihood
mrlplot | Threshold Selection: The Empirical Mean Residual Life Plot
pbvgpd | Parametric Bivariate GPD
pgpd | The Generalized Pareto Distribution
pickdep | The Pickands' Dependence Function
plot.bvpot | Graphical Diagnostics: the Bivariate Extreme Value Distribution Model.
plot.mcpot | Graphical Diagnostics: Markov Chains for All Exceedances.
plot.uvpot | Graphical Diagnostic: the Univariate GPD Model
pp | Probability Probability Plot
pp.uvpot | Probability Probability Plot
print.bvpot | Printing bvpot objects
print.mcpot | Printing mcpot objects
print.uvpot | Printing uvpot objects
prob2rp | Converts Return Periods to Probability and Vice Versa
qgpd | The Generalized Pareto Distribution
qq | Quantile Quantile Plot
qq.uvpot | Quantile Quantile Plot
rbvgpd | Parametric Bivariate GPD
retlev | Return Level Plot
retlev.bvpot | Return Level Plot: Bivariate Case
retlev.mcpot | Return Level Plot
retlev.uvpot | Return Level Plot
rgpd | The Generalized Pareto Distribution
rp2prob | Converts Return Periods to Probability and Vice Versa
samlmu | Compute Sample L-moments
simmc | Simulate Markov Chains With Extreme Value Dependence Structures
simmcpot | Simulate an Markov Chain with a Fixed Extreme Value Dependence from a Fitted mcpot Object
specdens | Spectral Density Plot
summary.pot | Compactly display the structure
tailind.test | Testing for Tail Independence in Extreme Value Models
tcplot | Threshold Selection: The Threshold Choice Plot
ts2tsd | Mobile Window on a Time Series
tsdep.plot | Diagnostic for Dependence within Time Series Extremes