threshr: Threshold Selection and Uncertainty for Extreme Value Analysis

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.

Version:	1.0.7
Depends:	R (≥ 3.3.0)
Imports:	graphics, methods, revdbayes (≥ 1.3.4), rust (≥ 1.2.2), stats
Suggests:	knitr, rmarkdown, testthat
Published:	2025-10-08
DOI:	10.32614/CRAN.package.threshr
Author:	Paul J. Northrop [aut, cre, cph], Nicolas Attalides [aut]
Maintainer:	Paul J. Northrop <p.northrop at ucl.ac.uk>
BugReports:	https://github.com/paulnorthrop/threshr/issues
License:	GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
URL:	https://paulnorthrop.github.io/threshr/, https://github.com/paulnorthrop/threshr
NeedsCompilation:	no
Materials:	README, NEWS
In views:	ExtremeValue
CRAN checks:	threshr results

Documentation:

Reference manual:	threshr.html , threshr.pdf
Vignettes:	Introducing threshr: Threshold Selection and Uncertainty for Extreme Value Analysis (source, R code)

Downloads:

Package source:	threshr_1.0.7.tar.gz
Windows binaries:	r-devel: threshr_1.0.7.zip, r-release: threshr_1.0.7.zip, r-oldrel: threshr_1.0.7.zip
macOS binaries:	r-release (arm64): threshr_1.0.7.tgz, r-oldrel (arm64): threshr_1.0.7.tgz, r-release (x86_64): threshr_1.0.7.tgz, r-oldrel (x86_64): threshr_1.0.7.tgz
Old sources:	threshr archive

Reverse dependencies:

Reverse imports:

extrememix

Linking:

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