Get probabilities of threshold exceedance for a genralized Pareto model.
1 | margarita.getProbs(X, par, u, p, r, m, family, th)
|
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. |
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