marggpd.class: An S4 class to represent the assessment of the the Marginal...
In ReturnCurves: Estimation of Return Curves
marggpd.class R Documentation
An S4 class to represent the assessment of the the Marginal Tail Fits
Description
An S4 class to represent the assessment of the the Marginal Tail Fits
Usage
marggpd.class(margdata, blocksize, nboot, alpha, marggpd)
Slots
margdataAn S4 object of class margtransf.class. See margtransf for more details.
blocksizeSize of the blocks for the block bootstrap procedure. If 1 (default), then a standard bootstrap approach is applied.
nbootNumber of bootstrap samples to be taken. Default is 250 samples.
alphaSignificance level to compute the \mjeqn(1-\alpha)% confidence intervals. Default is 0.05.
gofA list containing the model and empirical exponential quantiles, and the lower and upper bound of the confidence interval.
ReturnCurves documentation built on April 4, 2025, 5:36 a.m.
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| marggpd.class | R Documentation |
An S4 class to represent the assessment of the the Marginal Tail Fits
Description
An S4 class to represent the assessment of the the Marginal Tail Fits
Usage
marggpd.class(margdata, blocksize, nboot, alpha, marggpd)
Slots
margdataAn S4 object of class
margtransf.class. Seemargtransffor more details.blocksizeSize of the blocks for the block bootstrap procedure. If
1(default), then a standard bootstrap approach is applied.nbootNumber of bootstrap samples to be taken. Default is
250samples.alphaSignificance level to compute the \mjeqn(1-\alpha)% confidence intervals. Default is
0.05.gofA list containing the model and empirical exponential quantiles, and the lower and upper bound of the confidence interval.
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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