Description Usage Arguments Value Examples
Generalised Pareto likelihood maximisation using L-BFGS-B optimisation routine.
1 |
values |
Exceedance values. |
initial_guess |
(at least 2-d) Vector for GPD parameters starting values. |
lower |
Vector of lower bounds limits for optimisation procedure.
Default |
upper |
Vector of upper bounds limits for optimisation procedure.
Default |
Parameters of Log-likelihood maximisation of GPD distribued variables (i.e. non-zero exceedances).
1 |
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