createGPData: Create fixed-threshold GP data object

Description Usage Arguments

Description

Create fixed-threshold GP data object

Usage

1
createGPData(y, p, gp.p)

Arguments

y

Transformed data

p

Confidence level for risk measures

gp.p

Percentile for threshold


cinnober/EVT documentation built on May 13, 2019, 7:30 p.m.