FitIsoScaleFixedICM: Isotonic estimation (using an adapted version of the ICM...

Description Usage Arguments Value

Description

Isotonic estimation (using an adapted version of the ICM algorithm)

Usage

1
FitIsoScaleFixedICM(y, start, shape, max_repetitions = 1e+05)

Arguments

y

numeric vector of the data

start

Numeric vector of the initial scale parameters (will be forced to be admissible)

shape

double

max_repetitions

Maximal number of repetitions

Value

isotonic scale parameter estimate, deviance, convergence, iterations and deviance trace


MartinRoth/gpdIcm documentation built on May 7, 2019, 3:39 p.m.