Description Usage Arguments Value Examples
View source: R/supplement.funct.R
Compute uniform margins with Generalized Pareto Distribution above threshold
1 | Margins.mod(tr1, tr2, u)
|
tr1 |
extreme threshold for first variable |
tr2 |
extreme threshold for second variable |
u |
Two column data frame |
a list of containing the following pseudo observations (uniform margins) with a mixed distribution (empirical below and gpd above a threshold)
uvar - data frame of pseudo observations (uniform margins) of the original data 'u
'
uvar_ext - data frame of pseudo observations (uniform margins) with a mixed distribution (empirical below and gpd above a threshold) and 1000 extrapolated values
val_est - data frame consiting of mix of original data 'u
'and 1000 extrapolated values
1 2 3 4 5 6 7 | data(porto)
#set extreme threshold for both variable
tr1=0.9
tr2=0.9
fire01meantemp=na.omit(fire01meantemp)
u=fire01meantemp
marmod=Margins.mod(tr1,tr2,u=fire01meantemp)
|
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