calc_tail_weights: Calculate tail weights
In gbstat/tailqr: 'Fit Mixture of Quantile Regression and GPDs'

Calculate tail weights for weighted GPDs

1	calc_tail_weights(x, knots)

`x`	grid of points at which to evaluate weights
`knots`	thresholds above which GPDs are defined

weight matrix for each GPD model along grid x

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xs <- seq(0, 10, l = 10000)
w = calc_tail_weights(xs, knots= 1:5)
matplot(xs,w, type = "l")

gbstat/tailqr documentation built on May 8, 2019, 5:42 p.m.

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