View source: R/QuantileUncertainty.R
Computes standard error of GPD quantile (modelA)
1 | GpdQuantileStdErr(period, estimates, u, lambda, cov)
|
period |
Return period |
estimates |
Model parameter estimates |
u |
threshold |
lambda |
Expected number of excesses per block |
cov |
Covariance matrix |
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.