Description Usage Arguments Value Examples
This function fits the Generalized Pareto distribution for exeedances over a threshold
1 | potpareto(y, thres = 0.99)
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y |
vector of values (a series) to be analyzed |
thres |
threshold value of probability to define a corresponding threshold percentile |
list containing results of modelling/fitting the generalized Pareto distribution
1 2 3 4 5 6 7 8 9 10 11 | #Extract the ECA&D precipitation data file from the example data folder
path2inptfl<-system.file("extdata", "RR_SOUID132730.txt", package = "INQC")
#Read the data file
y<-readecad(input=path2inptfl,missing= -9999)[,4]
#Fit the Generalized Pareto distribution
pato<-potpareto(y)
#The parameters of the fitted distribution:
location<-pato$threshold
shape<-pato$estimate[2]
scale<-pato$estimate[1]
print(c(location,shape,scale))
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