gpdN.mean: This function returns the mean of N maxima from the GP.

View source: R/univdist.R

gpdN.meanR Documentation

This function returns the mean of N maxima from the GP.

Description

This function returns the mean of N maxima from the GP.

Usage

gpdN.mean(par, N)

Arguments

par

vector of length 2 containing z and \xi, respectively the mean excess of the maxima of N exceedances above the threshold and the shape parameter.

N

block size for threshold exceedances.

See Also

gpdN


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