[R] Optimal choice of the threshold u in Peak Over Threshold (POT) Approach

FMH kagba2006 at yahoo.com
Thu Feb 10 19:28:23 CET 2011


Dear All,

Could someone please suggest me the way to calculate the optimal threshold in 
POT method via any available  packages in R?

Thanks,
Fir






More information about the R-help mailing list