GenerateParameters: Computes initial guess for Univariate Latent-Trawl model....
In ev.trawl: Extreme Value Trawls
Description
Usage
Arguments
Examples
Description
Computes initial guess for Univariate Latent-Trawl model.
Uses fExtreme package method gpdFit to fit MLE.
Usage
1
GenerateParameters(data, cluster.size)
Arguments
data
Exceedane timeseries to be used.
cluster.size
Lag at which ACF is negligeable.
Examples
1
2
3
# TODO ADD data
data(hourlyhourly_bloomsbury_air_pollution_2000_2017)
GenerateParameters(data = hourly_bloomsbury_air_pollution_2000_2017$O3[1:1000], cluster.size = 8)
ev.trawl documentation built on May 2, 2019, 2:49 p.m.
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Description Usage Arguments Examples
Description
Computes initial guess for Univariate Latent-Trawl model.
Uses fExtreme package method gpdFit to fit MLE.
Usage
1 | GenerateParameters(data, cluster.size)
|
Arguments
data |
Exceedane timeseries to be used. |
cluster.size |
Lag at which ACF is negligeable. |
Examples
1 2 3 | # TODO ADD data
data(hourlyhourly_bloomsbury_air_pollution_2000_2017)
GenerateParameters(data = hourly_bloomsbury_air_pollution_2000_2017$O3[1:1000], cluster.size = 8)
|
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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