gpdN.temstat: Tangent exponential model statistics for the generalized...
In mev: Modelling of Extreme Values
gpdN.temstat R Documentation
Tangent exponential model statistics for the generalized Pareto distribution (mean of maximum of N exceedances parametrization)
Description
Vector implementing conditioning on approximate ancillary statistics for the TEM
Usage
gpdN.Vfun(par, dat, N)
gpdN.phi(par, dat, N, V)
gpdN.dphi(par, dat, N, V)
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.
dat
sample vector
N
block size for threshold exceedances.
V
vector calculated by gpdN.Vfun
See Also
gpdN
mev documentation built on Sept. 11, 2024, 8:14 p.m.
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| gpdN.temstat | R Documentation |
Tangent exponential model statistics for the generalized Pareto distribution (mean of maximum of N exceedances parametrization)
Description
Vector implementing conditioning on approximate ancillary statistics for the TEM
Usage
gpdN.Vfun(par, dat, N)
gpdN.phi(par, dat, N, V)
gpdN.dphi(par, dat, N, V)
Arguments
par |
vector of length 2 containing |
dat |
sample vector |
N |
block size for threshold exceedances. |
V |
vector calculated by |
See Also
gpdN
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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