frechetdat: Multivariate data set with margins following unit Frechet...
In BMAmevt: Multivariate Extremes: Bayesian Estimation of the Spectral Measure
frechetdat R Documentation
Multivariate data set with margins following unit Frechet
distribution.
Description
Five-variate dataset which margins follow unit-Frechet distributions,
obtained from winterdat by probability integral
transform.
Marginal estimation was performed by maximum likelihood estimation of a Generalized Pareto distribution over marginal thresholds corresponding to 0.7 quantiles, following
Cooley et.al. (see reference below). The “non extreme” part of the marginal distributions was approximated by the empirical distribution function.
Format
A 601*5 - matrix:
References
COOLEY, D., DAVIS, R. and NAVEAU, P. (2010). The pairwise beta distribution: A flexible parametric multivariate model for extremes. Journal of Multivariate Analysis 101, 2103-2117.
BMAmevt documentation built on April 21, 2023, 9:07 a.m.
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| frechetdat | R Documentation |
Multivariate data set with margins following unit Frechet distribution.
Description
Five-variate dataset which margins follow unit-Frechet distributions,
obtained from winterdat by probability integral
transform.
Marginal estimation was performed by maximum likelihood estimation of a Generalized Pareto distribution over marginal thresholds corresponding to 0.7 quantiles, following
Cooley et.al. (see reference below). The “non extreme” part of the marginal distributions was approximated by the empirical distribution function.
Format
A 601*5 - matrix:
References
COOLEY, D., DAVIS, R. and NAVEAU, P. (2010). The pairwise beta distribution: A flexible parametric multivariate model for extremes. Journal of Multivariate Analysis 101, 2103-2117.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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