get_gp_pars: Get GPD parameters

In gbstat/tailqr: 'Fit Mixture of Quantile Regression and GPDs'

Description

Get GPD parameters from matrix of basis coefficients and basis function design matrix.

Usage

get_gp_pars(bpars, Xb, winter.ind = NULL)

Arguments

bpars	basis coefficients in same order as columns of Xb (basis matrix)
Xb	basis function design matrix for prediction time points
winter.ind	if a separater shape should be used for the winter months, this is an indicator for which time points correspond to winter months.

Value

list of fitted GPD parameters at each time point (scale and shape)

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