gpd.prof: GPD Profile Log Likelihood for m year return level
In K-Molloy/tevt: Threshold Methods for Extreme Value Theory

Creates m year return level plot for profile log liklihood

1	gpd.prof(z, m, xlow, xup, npy = 365, conf = 0.95, nint = 100)

`z`	dataset
`m`	number of years
`xlow`	lower xi value
`xup`	upper xi value
`npy`	number of days in year `default` is set to `365`
`conf`	Confidence size `default` is set to `0.95`
`nint`	Number of intervals `default` is set to `100`

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data(danish)
out = gpd.fit(danish, 10)
gpd.prof(out, m = 10, 55, 75)

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

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