Skip to content

Threshold Estimation Approaches

0packages depend
2.7Kdownloads / year
–test coverage
11/13flavors OK

Overview

About

Different approaches for selecting the threshold in generalized Pareto distributions. Most of them are based on minimizing the AMSE-criterion or at least by reducing the bias of the assumed GPD-model. Others are heuristically motivated by searching for stable sample paths, i.e. a nearly constant region of the tail index estimator with respect to k, which is the number of data in the tail. The third class is motivated by graphical inspection. In addition, a sequential testing procedure for GPD-GoF-tests is also implemented here.

Install

Health

CRAN checks
2NOTE11OK
Check messages
NOTECRAN incoming feasibilityr-devel-linux-x86_64-debian-clang, r-devel-linux-x86_64-debian-gcc
Maintainer: ‘Johannes Ossberger <johannes.ossberger@gmail.com>’

No Authors@R field in DESCRIPTION.
Please add one, modifying
  Authors@R: person(given = "Johannes",
                    family = "Ossberger",
                    role = c("aut", "cre"),
                    email = "johannes.ossberger@gmail.com")
as necessary.

CRAN check page ↗

Slowest check: 1.8 min · r-oldrel-windows-x86_64
Status changes
  • NOTE11 OK, 2 NOTENow
  • NOTE12 OK, 2 NOTE2026-03-10
Advisories

none known

Documentation

In release 1.1
READMENoVignettesNoNEWSNoCitation fileNoWebsitenot declared in DESCRIPTION
Help pages
23includes a package overview page
Examples that run
100%22 run in a plain check
Exported functions with examples
100%
Documented parameters
95%
Return-value docs
95%
Help pages citing references
91%

Downloads

2.7K
CRAN downloads in the past year
Rank #19,167 · ~7/day · ~221/mo
Daily download trend is not available in this view yet.
29830 days
67390 days
2.7K1 year
Compare downloads with other packages →
Also on72 r2u7 autocran31 c2d4u

Dependencies

Declared dependencies
0 external dependencies (excludes base and recommended)

Installing tea adds no packages beyond those that come with R.

Depends (0)
none
Imports (3)
Matrixstatsgraphics
LinkingTo (0)
none
Suggests (0)
none
Enhances (0)
none
Reverse dependencies
0direct
0indirect

Nothing depends on this yet.

Datasets

People & History

People (from the free-text Author field) (1)

Maintainer since 1.0 (2017)

Releases (2)

Pick two releases to compare their code metrics.

  • R
    R 4.6.0 released · 2026-04-24
  • R
    R 4.5.0 released · 2025-04-11
  • R
    R 4.4.0 released · 2024-04-24
  • R
    R 4.3.0 released · 2023-04-21
  • R
    R 4.2.0 released · 2022-04-22
  • R
    R 4.1.0 released · 2021-05-18
  • R
    R 4.0.0 released · 2020-04-24
  • unarchivedReturned to CRAN
    2020-04-19
  • 1.1Latest
    record
    2020-04-19 · current release · diff ↗ ·
    removed 1 export
    pattern:^[[:alpha:]]+
    added 24 exports
    DK, GH, HW, Himp, PS, RT, TH, althill, avhill, dAMSE, danielsson, dgpd, eye, ggplot, gomes, gpdFit, hall, mindist, pgpd, qgpd, qqestplot, qqgpd, rgpd, sumplot
  • archivedRemoved from CRAN
    2020-02-13
    requires archived package 'eva'
  • R
    R 3.6.0 released · 2019-04-26
  • R
    R 3.5.0 released · 2018-04-23
  • R
    R 3.4.0 released · 2017-04-21
  • 1.0
    record
    2017-01-22
  • R
    R 3.3.0 released · 2016-05-03

Package metadata

First published
2017-01-22
Total releases
2 / 9 yrs
License
GPL-3 OSI
Bundled data
19 KB / 1 file
Download size
51 KB

Cite

Cite this package

Run in R for the authors' preferred citation:

citation("tea")

Cite the R Observatory

For a number measured here: a download total, a coverage figure, an archival date.

APA

Balamuta, J. J. (2026). R Observatory: Metrics for tea version 1.1 [Data set]. HJJB, LLC. Data release v2026-10-18. https://doi.org/10.5281/zenodo.21843040

From data release v2026-10-18, which the citation names so these numbers can be found later. More on citing and the projects behind them.

Report a problem with this page →

Privacy choices

These apply to this browser and are stored on this device only. Nothing about your choice is sent to us.

Read the privacy policy