Threshold Selection and Uncertainty for Extreme Value Analysis
Overview
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.
Bug fixes and minor improvements
- In
stability()and in the internal functiongp_mle(), any missing (NA) values are removed before fitting GP models. Thank you to Tatsuki Yamane for spotting this problem.
From NEWS.md in the release
Install
Health
- OK13 OK2026-08-04
- NOTE12 OK, 1 NOTE2026-08-01
- OK14 OK2026-03-10
Documentation
- Help pages
- 12 (1 internal)includes a package overview page
- Examples that run
- 100%7 run in a plain check
- Exported functions with examples
- 100%
- Documented parameters
- 100%
- Return-value docs
- 100%
- Help pages citing references
- 50%
Downloads
Repository
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- 50%
- Median days to close, 50 most recently updated closed issues
- 804
- Median days to close, 50 most recently updated closed PRs
- 0
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8 development-tooling and community-health practices detected across 5 families in the upstream repository
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Dependencies
Installing threshr adds 50 packages (29 with compiled code, 43 MB of source tarballs). Heaviest: stringi 11 MB, ggplot2 6.0 MB, bayesplot 5.0 MB.
Code & Tests
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- RR 4.6.0 released · 2026-04-24
- 1.0.8Latest
- 1.0.72025-10-08 · diff ↗
- RR 4.5.0 released · 2025-04-11
- 1.0.62024-07-17 · diff ↗
- RR 4.4.0 released · 2024-04-24
- 1.0.52023-12-02 · diff ↗
- 1.0.42023-09-02 · diff ↗
- RR 4.3.0 released · 2023-04-21
- RR 4.2.0 released · 2022-04-22
- RR 4.1.0 released · 2021-05-18
- 1.0.32020-09-14 · diff ↗
- 1.0.22020-09-05 · diff ↗
- RR 4.0.0 released · 2020-04-24
- RR 3.6.0 released · 2019-04-26
- 1.0.12019-03-01 · diff ↗
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- RR 3.5.0 released · 2018-04-23
- 1.0.02017-09-04
- RR 3.4.0 released · 2017-04-21
Package metadata
- First published
- 2017-09-04
- Total releases
- 9 / 9 yrs
- License
- GPL (>= 2) OSI
- Minimum R
- ≥ 3.3.0
- Bundled data
- 3.7 KB / 2 files
- Download size
- 109 KB
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