Description Usage Arguments Details Author(s) References Examples

Implementation of the dynamic weighted mixture model of Frigessi et al., 2001

1 2 3 4 |

`x,q` |
vector of quantiles |

`p` |
vector of probabilities. |

`n` |
positive integer, number of observations |

`sevdist` |
sevdist object |

`log` |
logical; if TRUE, probabilities p are given as log(p). |

`lower.tail` |
logical; if TRUE (default), probabilities are P[X <= x] otherwise, P[X > x]. |

The dynamic mixture pdf is given by l(x)=1/r*((1-W(x))*f_1(x)+W(x)*f_2(x)), where W(x) denotes a Cauchy cdf, f_1(x) and f_2(x) body and tail pdfs, r is a normalizing constant.

Marius Pfeuffer

A. Frigessi et al.: *A Dynamic Mixture Model for Unsupervised Tail Estimation without Threshold Selection*, Extremes 5(3):219-235, 2002
Y. Hu: *User's Guide for evmix Package in R.*, Working Paper, 2013

1 2 3 4 | ```
### Create mixing sevdist object
sevdist=buildMixingSevdist("weibull", c(2,6), "gpd", c(0,4,-0.5), c(8,.8))
### Evaluate pdf
dmixing(1,sevdist)
``` |

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