[R] POT package return levels

nhomeier nhomeier at aer.com
Fri Sep 30 20:15:44 CEST 2011

This may be a simple misunderstanding on my part, but I need help
understanding what POT is plotting. I'm trying to analyze a few different
datasets. If my dataset covers 500 years, but I have 60 points above my
threshold, what should be plotted as the (empirical) return period for the
largest value? I would expect it to be 500 years. Why is it never close to

An example with real numbers, over 382 years, I have 52 points over my
selected threshold. So why is the return period for this largest point
coming out at 1200 years? Again, this is for the actual data. The model can
be whatever it, I don't care, but the data should at least be easy to

I'm using the POT package, and tasks fitgpd, plot, retlev (latter two with

Thanks in advance for any help.

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