egp2.fit: Fit an extended generalized Pareto distribution of Naveau et...

In mev: Modelling of Extreme Values

Fit an extended generalized Pareto distribution of Naveau et al.

Description

Deprecated function name to fit an extended generalized Pareto family. The user should call fit.extgp instead.

Usage

egp2.fit(
  data,
  model = 1,
  method = c("mle", "pwm"),
  init,
  censoring = c(0, Inf),
  rounded = 0,
  CI = FALSE,
  R = 1000,
  ncpus = 1,
  plots = TRUE
)

Arguments

data	data vector.
model	integer ranging from 0 to 4 indicating the model to select (see extgp).
method	string; either 'mle' for maximum likelihood, or 'pwm' for probability weighted moments, or both.
init	vector of initial values, comprising of p, \kappa, \delta, \sigma, \xi (in that order) for the optimization. All parameters may not appear depending on model.
censoring	numeric vector of length 2 containing the lower and upper bound for censoring; censoring=c(0,Inf) is equivalent to no censoring.
rounded	numeric giving the instrumental precision (and rounding of the data), with default of 0.
R	integer; number of bootstrap replications.
ncpus	integer; number of CPUs for parallel calculations (default: 1).
plots	logical; whether to produce histogram and density plots.

See Also

fit.extgp

mev documentation built on Sept. 11, 2024, 8:14 p.m.