Package dev.nm.stat.evt.evd.univariate.fitting.pot
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Class Summary Class Description PeaksOverThreshold Peaks Over Threshold (POT) method estimates the parameters for generalized Pareto distribution (GPD) using maximum likelihood on the observations that are over a given threshold.PeaksOverThresholdOnClusters Similar toPOT
, but only use the peak observations in clusters for the parametric estimation.