Man pages for MartinRoth/gpdIcm
Isotonic Scale Estimation of the GPD

compute_nll_gpdComputes the negative log likelihood for the GPD
compute_pd1_scale_nll_gpdComputes the first partial derivative (scale) of the negative...
compute_pd2_scale_nll_gpdComputes the second partial derivative (scale) of the...
convexMinorantComputes the convex minorant of a polygon.
FitIsoScaleFixedICMIsotonic estimation (using an adapted version of the ICM...
FitIsoScaleFixedPGIsotonic estimation (using a projected gradient method)
FitIsoScaleGPDEstimation of GPD parameters with constant shape parameter...
GreatestConvexMinorantComputes the convex minorant of a vector.
IcmGpd-packageIsotonic scale estimation of the GPD
MakeScaleAdmissibleEnsure admissibility of the GPD scale parameter up to now...
MartinRoth/gpdIcm documentation built on May 9, 2017, 10:04 a.m.