GetEstimateRho: Computes first-order estimate for 'rho'.
In ev.trawl: Extreme Value Trawls
Description
Usage
Arguments
Examples
Description
Computes first-order estimate for rho.
Usage
1
GetEstimateRho(alpha, beta, kappa, cluster.size, data)
Arguments
alpha
Shape parameter.
beta
Scale parameter. Must be positive.
kappa
Exceedance probability parameter. Must be positive.
cluster.size
Lag at which ACF is negligeable i.e. cluster size.
data
Exceedane timeseries to be used.
Examples
1
2
# TODO ADD data
GetEstimateRho(alpha = 5, beta = 2, kappa = 3, cluster.size = 8, data = NA)
ev.trawl documentation built on May 2, 2019, 2:49 p.m.
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Description Usage Arguments Examples
Description
Computes first-order estimate for rho.
Usage
1 | GetEstimateRho(alpha, beta, kappa, cluster.size, data)
|
Arguments
alpha |
Shape parameter. |
beta |
Scale parameter. Must be positive. |
kappa |
Exceedance probability parameter. Must be positive. |
cluster.size |
Lag at which ACF is negligeable i.e. cluster size. |
data |
Exceedane timeseries to be used. |
Examples
1 2 | # TODO ADD data
GetEstimateRho(alpha = 5, beta = 2, kappa = 3, cluster.size = 8, data = NA)
|
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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