Description Usage Arguments Details Value Author(s) See Also Examples
View source: R/mcpotsimmcpot.R
Simulate a synthetic Markov chain from a fitted 'mcpot'
object.
1 
fitted 
An object of class 
plot 
Logical. If 
... 
Other optional arguments to be passed to the

The simulated Markov chain is computed as follows:
Simulate a Markov chain prob
with uniform margins on
(0,1) and with the fixed extreme value dependence given by
fitted
;
For all prob
such as prob <= 1
 pat, set mc = NA (where pat
is given by
fitted$pat
);
For all prob
such as prob >= 1
 pat, set prob2 = (prob
 1 + pat) / pat. Thus, prob2
are uniformly distributed on
(0,1);
For all prob2
, set mc = qgpd(prob2, thresh,
scale, shape)
, where thresh, scale, shape
are given by the
fitted$threshold, fitted$param["scale"]
and
fitted$param["shape"]
respectively.
A Markov chain which has the same features as the fitted object. If
plot = TRUE
, the Markov chain is plotted.
Mathieu Ribatet
1 2 3 4 5 6 7 8 9 
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.