MakeScaleAdmissible: Ensure admissibility of the GPD scale parameter up to now...
In MartinRoth/gpdIcm: Isotonic Scale Estimation of the GPD
Description
Usage
Arguments
Value
Description
Ensure admissibility of the GPD scale parameter
up to now only for positive shape parameters
Usage
1
MakeScaleAdmissible(scale, y, shape)
Arguments
scale
numeric vector of the scape parameters
y
numeric vector of the data
shape
double
Value
isotonic scale parameter that does not violate the GPD constraint
MartinRoth/gpdIcm documentation built on May 7, 2019, 3:39 p.m.
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Description Usage Arguments Value
Description
Ensure admissibility of the GPD scale parameter up to now only for positive shape parameters
Usage
1 | MakeScaleAdmissible(scale, y, shape)
|
Arguments
scale |
numeric vector of the scape parameters |
y |
numeric vector of the data |
shape |
double |
Value
isotonic scale parameter that does not violate the GPD constraint
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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