pot                   package:evir                   R Documentation

_P_e_a_k_s _O_v_e_r _T_h_r_e_s_h_o_l_d_s _M_o_d_e_l

_D_e_s_c_r_i_p_t_i_o_n:

     Fits a Poisson point process to the data, an approach  sometimes
     known as peaks over thresholds (POT), and returns an object of
     class '"pot"'.

_U_s_a_g_e:

     pot(data, threshold = NA, nextremes = NA, run = NA, picture = TRUE,
         ...)

_A_r_g_u_m_e_n_t_s:

    data: numeric vector of data, which may have a 'times' attribute
          containing (in an object of class '"POSIXct"', or an object
          that can be converted to that class; see 'as.POSIXct') the
          times/dates of each observation. If no 'times' attribute
          exists, the data are assumed to be equally spaced.

threshold: a threshold value (either this or 'nextremes' must be given
          but not both)

nextremes: the number of upper extremes to be used (either this or
          'threshold' must be given but not both)

     run: if the data are to be declustered the run length parameter
          for the runs method (see 'decluster') should be entered here

 picture: whether or not a picture should be drawn if declustering is
          performed

     ...: arguments passed to 'optim'

_D_e_t_a_i_l_s:

     Uses 'optim' for point process likelihood maximization.

_V_a_l_u_e:

     An object of class '"pot"' describing the fit and including
     parameter estimates and standard errors.

_S_e_e _A_l_s_o:

     'gpd', 'plot.pot',  'plot.gpd', 'decluster', 'optim', 'as.POSIXct'

_E_x_a_m_p_l_e_s:

     data(danish)
     out <- pot(danish, 10)  
     # Fits POT model to Danish fire insurance losses 

