FitIsoScaleFixedPG: Isotonic estimation (using a projected gradient method)
In MartinRoth/gpdIcm: Isotonic Scale Estimation of the GPD
Description
Usage
Arguments
Value
Note
Description
Isotonic estimation (using a projected gradient method)
Usage
1
FitIsoScaleFixedPG(y, scale, shape, max_repetitions = 100000L)
Arguments
y
numeric vector of the data
scale
numeric vector of the scape parameters
shape
double
max_repetitions
Maximal number of repetitions
Value
isotonic scale parameter estimate, deviance, convergence, iterations
and deviance trace
Note
up to now only for positive shape parameters
MartinRoth/gpdIcm documentation built on May 7, 2019, 3:39 p.m.
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Description Usage Arguments Value Note
Description
Isotonic estimation (using a projected gradient method)
Usage
1 | FitIsoScaleFixedPG(y, scale, shape, max_repetitions = 100000L)
|
Arguments
y |
numeric vector of the data |
scale |
numeric vector of the scape parameters |
shape |
double |
max_repetitions |
Maximal number of repetitions |
Value
isotonic scale parameter estimate, deviance, convergence, iterations and deviance trace
Note
up to now only for positive shape parameters
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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