Margins.mod: Compute uniform margins with Generalized Pareto Distribution...

In Alowis/mobirep: Models Bivariate Dependence and Produces Bivariate Return Periods

Compute uniform margins with Generalized Pareto Distribution above threshold

Description

Compute uniform margins with Generalized Pareto Distribution above threshold

Usage

Margins.mod(tr1, tr2, u)

Arguments

tr1	extreme threshold for first variable
tr2	extreme threshold for second variable
u	Two column data frame

Value

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

Examples

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)

Alowis/mobirep documentation built on April 21, 2024, 7:51 p.m.