FitIsoScaleGPD: Estimation of GPD parameters with constant shape parameter...
In MartinRoth/gpdIcm: Isotonic Scale Estimation of the GPD
Description
Usage
Arguments
Value
Description
Estimation of GPD parameters with constant shape parameter and non-decreasing
scale parameter
Usage
1
FitIsoScaleGPD(y, min_shape, max_shape, by = 0.01, max_repetitions = 1e+05)
Arguments
y
input data
min_shape
double minimum shape value
max_shape
double maximum shape value
by
double step size for the profile likelihood
max_repetitions
Integer
Value
isotonic scale parameter estimate and deviance
MartinRoth/gpdIcm documentation built on May 7, 2019, 3:39 p.m.
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Description Usage Arguments Value
Description
Estimation of GPD parameters with constant shape parameter and non-decreasing scale parameter
Usage
1 | FitIsoScaleGPD(y, min_shape, max_shape, by = 0.01, max_repetitions = 1e+05)
|
Arguments
y |
input data |
min_shape |
double minimum shape value |
max_shape |
double maximum shape value |
by |
double step size for the profile likelihood |
max_repetitions |
Integer |
Value
isotonic scale parameter estimate and deviance
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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