gpdtopar: Transformation from the generalized Pareto to unit Pareto
In mev: Modelling of Extreme Values
View source: R/mgplikelihoods.R
gpdtopar R Documentation
Transformation from the generalized Pareto to unit Pareto
Description
Transformation from the generalized Pareto to unit Pareto
Usage
gpdtopar(dat, loc = 0, scale, shape, lambdau = 1)
Arguments
dat
vector or matrix of data
loc
vector of location parameters
scale
vector of scale parameters, strictly positive
shape
shape parameter
lambdau
vector of probability of marginal threshold exceedance
Value
a vector or matrix of the same dimension as dat with unit Pareto observations
mev documentation built on April 20, 2023, 5:10 p.m.
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View source: R/mgplikelihoods.R
| gpdtopar | R Documentation |
Transformation from the generalized Pareto to unit Pareto
Description
Transformation from the generalized Pareto to unit Pareto
Usage
gpdtopar(dat, loc = 0, scale, shape, lambdau = 1)
Arguments
dat |
vector or matrix of data |
loc |
vector of location parameters |
scale |
vector of scale parameters, strictly positive |
shape |
shape parameter |
lambdau |
vector of probability of marginal threshold exceedance |
Value
a vector or matrix of the same dimension as dat with unit Pareto observations
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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