gpdN.quant: This function returns the qth percentile of N maxima from the...

View source: R/univdist.R

gpdN.quantR Documentation

This function returns the qth percentile of N maxima from the GP.

Description

This function returns the qth percentile of N maxima from the GP.

Usage

gpdN.quant(par, q, 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 April 20, 2023, 5:10 p.m.