Description Usage Arguments Value
Computes inverse of g from the marginal transform method (vectorised version). That is from GPD(offset_shape, offset_scale) to GPD(alpha, beta+kappa).
1 | TrfInverseG(z, alpha, beta, kappa, offset_scale, offset_shape)
|
z |
Data distributed as GPD(offset_shape, offset_scale). |
alpha |
Shape parameter of output data. |
beta |
Part of scale parameter of output data (beta + kappa). Should be positive. |
kappa |
Part of scale parameter of output data. Should be positive. |
offset_scale |
Scale parameter of input data. Should be positive. |
offset_shape |
Shape parameter of input data. |
GPD(alpha, beta+kappa)-distributed data from GPD(offset_shape, offset_scale)-distributed input data.
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