R/mgpd_init.R
In mgpd: mgpd: Functions for multivariate generalized Pareto distribution (MGPD of Type II)

mgpd_init <-
function(xdat)
{
p              = NULL
for(i in 1:dim(xdat)[2]) p = c(p,fgev(xdat[,i],std.err = FALSE)[[1]])
p
}

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mgpd documentation built on May 2, 2019, 9:39 a.m.

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