Fit GPD Distribution to Threshold Exceedances — fit_gpd_threshold • irishbuoys

Fits a Generalized Pareto Distribution to values exceeding a threshold. This is the Peaks Over Threshold (POT) approach.

Usage

fit_gpd_threshold(
  data,
  variable = "wave_height",
  threshold = NULL,
  decluster = TRUE,
  decluster_hours = 48
)

Arguments

data: Data frame with the variable to analyze
variable: Name of the variable column (default: "wave_height")
threshold: Threshold value (default: NULL, uses 95th percentile)
decluster: Logical, whether to decluster exceedances (default: TRUE)
decluster_hours: Minimum hours between independent exceedances (default: 48)

Value

List with:

fit: extRemes fevd object
exceedances: data frame of exceedances
threshold: threshold used
parameters: GPD parameters (scale, shape)

Examples

if (FALSE) { # \dontrun{
con <- connect_duckdb()
data <- query_buoy_data(con, variables = c("time", "wave_height"))
gpd_result <- fit_gpd_threshold(data, threshold = 6)
DBI::dbDisconnect(con)
} # }