R help - Sep 2012 - Determine Threshold value in Extreme Value Theory

Hi all,


I want to measure value at risk with Extreme Value Theory (EVT) - Peak Over
Threshold Approaches.

Is there a function in R to determine Threshold in EVT ? 

Is there a function in R to determine Threshold in EVT using Sample Mean Excess
Function?


I really need your help.. thank you for the attention.

 
Thanks,

Eko
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