Threshold Estimation Approaches
Overview
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
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.- NOTE11 OK, 2 NOTENow
- NOTE12 OK, 2 NOTE2026-03-10
Documentation
- 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
Dependencies
Installing tea adds no packages beyond those that come with R.
Code & Tests
Datasets
People & History
Pick two releases to compare their code metrics.
- RR 4.6.0 released · 2026-04-24
- RR 4.5.0 released · 2025-04-11
- RR 4.4.0 released · 2024-04-24
- RR 4.3.0 released · 2023-04-21
- RR 4.2.0 released · 2022-04-22
- RR 4.1.0 released · 2021-05-18
- RR 4.0.0 released · 2020-04-24
- unarchivedReturned to CRAN2020-04-19
- 1.1Latest2020-04-19 · 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 CRAN2020-02-13requires archived package 'eva'
- RR 3.6.0 released · 2019-04-26
- RR 3.5.0 released · 2018-04-23
- RR 3.4.0 released · 2017-04-21
- 1.02017-01-22
- RR 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.
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.