margarita.getProbs: Get probabilities of threshold exceedance for a GPD model.
In harrysouthworth/margarita: Support functions for texmex
Description
Get probabilities of threshold exceedance for a genralized Pareto model.
Usage
1
margarita.getProbs(X, par, u, p, r, m, family, th)
Arguments
X
An index parameter used in a call to sapply or lapply.
par
A numeric matrix with 2 columns containing the parameters for the GPD model.
u
The threshold.
p
The rate of threshold exceedance.
r
The original data to which the model was fit.
m
The threshold above which we wish to estimated the exceedance rate.
family
The family object used in extreme value modelling.
th
The threshold used to fit the model.
harrysouthworth/margarita documentation built on Aug. 19, 2021, 5 a.m.
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Description
Get probabilities of threshold exceedance for a genralized Pareto model.
Usage
1 | margarita.getProbs(X, par, u, p, r, m, family, th)
|
Arguments
X |
An index parameter used in a call to |
par |
A numeric matrix with 2 columns containing the parameters for the GPD model. |
u |
The threshold. |
p |
The rate of threshold exceedance. |
r |
The original data to which the model was fit. |
m |
The threshold above which we wish to estimated the exceedance rate. |
family |
The family object used in extreme value modelling. |
th |
The threshold used to fit the model. |
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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