k_func: Useful function for the estimation of GPD's parameters with a...

Description Usage Arguments Value Author(s) Examples

Description

Performs a variable change needed to estimate Pareto's parameters with a given data set z by Maximum Likelihood.

Usage

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k_func(u,z)

Arguments

u

Real number on which the variable change will be done.

z

Data set - list of real numbers.

Value

Returns the new variable k which results from the variable change of u.

Author(s)

Marion

Examples

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k_func(0,sort(rnorm(1e6)))

## The function is currently defined as
function (u,z)
{
  -mean(log(1-u*z))
  }

genostats/tail.modeling documentation built on May 12, 2019, 7:42 a.m.