Man pages for ev.trawl
Extreme Value Trawls

CollectionTrawlCreates a list of trawl functions given a type of trawl and a...
ComputeAExpWrapper to compute total area under exponential trawl...
ComputeB1ExpWrapper to compute difference area between 't2' and 't1'...
ComputeB3ExpWrapper to compute difference area between 't1' and 't2'...
ComputeBInterExpWrapper to compute intersection area between 't1' and 't2'...
DiffValCentered differentiation calculation.
dlgpdComputes the probability density function of Generalised...
EvaluateFEvalutae function at given parameters.
FullPLComputes latent trawl FULL pairwise likelihood depending with...
GammaBoxSample Gamma with small shape parameter 'alpha*dx*dy'.
GammaSqBoxWrapper for GammaBox using a square to multiply the shape...
GenerateParametersComputes initial guess for Univariate Latent-Trawl model....
GetEstimateRhoComputes first-order estimate for 'rho'.
GPDFitGeneralised Pareto likelihood maximisation using L-BFGS-B...
GradFComputes gradident of a function given parameters and offset...
HessianFComputes Hessian matrix of a $C^2$ function given parameters...
hourly_bloomsbury_air_pollution_2000_2017Hourly measurements of 6 air pollutant concentrations in...
MarginalGPDLikelihoodComputes Generalised Pareto (log-)likelihood on non-zero...
MarginalSimpleLikSimplified marginal (GPD) log-likelihood function under...
MoMGPDMethod of moments (MoM) on a one or multiple exceedance...
PairwiseOneOneComputes latent trawl pairwise likelihood with '(x,x)' where...
PairwiseOneOne1Computes first term in latent trawl pairwise likelihood with...
PairwiseOneOne11Computes frst part of first term in latent trawl pairwise...
PairwiseOneOne12Computes second part of first term in latent trawl pairwise...
PairwiseOneOne13Computes third part of first term in latent trawl pairwise...
PairwiseOneOne2Computes second term in latent trawl pairwise likelihood with...
PairwiseOneOne21Computes second term in latent trawl pairwise likelihood with...
PairwiseOneOne22Computes second term in latent trawl pairwise likelihood with...
PairwiseOneOne23Computes second term in latent trawl pairwise likelihood with...
PairwiseOneOne24Computes second term in latent trawl pairwise likelihood with...
PairwiseOneZeroComputes term in latent trawl pairwise likelihood with...
PairwiseOneZero1Computes first part of latent trawl pairwise likelihood with...
PairwiseOneZero2Computes second term in latent trawl pairwise likelihood with...
PairwiseOneZero21Computes partial part of second term in latent trawl pairwise...
PairwiseOneZero22Computes partial part of second term in latent trawl pairwise...
PairwiseOneZero23Computes partial part of second term in latent trawl pairwise...
PairwiseOneZero24Computes partial part of second term in latent trawl pairwise...
PairwiseZeroZeroComputes latent trawl pairwise likelihood with '(x,y) =...
PairwiseZeroZero1Computes partial part of latent trawl pairwise likelihood...
PairwiseZeroZero2Computes second part of latent trawl pairwise likelihood with...
ParamsListFullPLWrapper for FullPL using a list for parameters in the...
plgpdComputes the cumulative distribution function of Generalised...
rlexceedSimulation of extreme value path using latent trawl process....
rtrawlSimulation of trawl process path using Slice partition. If...
SecondOrderDiffValSecond-order centered differentiation calculation.
SecondOrderMixedDiffValSecond-order bivariate differentiation calculation.
SinglePairPLComputes correct latent trawl SINGLE pairwise likelihood...
SliceAreaComputes the area of a slice for the Slice Partition method...
TrawlExpReturns an exponential trawl function with base time t.
TrawlExpPrimitiveReturns a primitive of exponential trawl function with base...
TrawlSliceReconstructPerforms trawl slices reconstuction to get gamma samples...
TrfFindOffsetScaleComputes predefined transformed scale parameter.
TrfGComputes g from the marginal transform method (vectorised...
TrfInverseGComputes inverse of g from the marginal transform method...
TrfJacobianComputes determinant of Jacobian of Marginal Transform (MT)...
UnivariateFullPLComputes univariate latent trawl FULL pairwise likelihood...
ZetaZeta function from auto-correlation expansion for small lags.
ev.trawl documentation built on Dec. 4, 2018, 1:05 a.m.