gpd.OSF: Handler function for a series of Bias-based procedures for...

In K-Molloy/tevt: Threshold Methods for Extreme Value Theory

Description

Handler function for a series of Bias-based procedures for Choosing the Optimal Sample Fraction

Usage

gpd.OSF(data, method = "DK", ...)

Arguments

data	vector of sample data
method	selected method default is set to DK
...	extra parameters for respective functions

Details

Modifying the method parameter allows access to 4 similar bias based procedures

Value

second.order.par	gives an estimation of the second order parameter rho.
k0	optimal number of upper order statistics, i.e. number of exceedances or data in the tail
threshold	the corresponding threshold
tail.index	the corresponding tail

Examples

data(danish)
gpd.OSF(danish)

K-Molloy/tevt documentation built on Dec. 18, 2021, 2:34 a.m.