makeReferenceMarginalDistribution: Provide full marginal reference distribution for for maringal...
In harrysouthworth/texmex: Statistical Modelling of Extreme Values
makeReferenceMarginalDistribution R Documentation
Provide full marginal reference distribution for for maringal transformation
Description
This gives the option of providing a set of reference marginal distributions to use for marginal transformation if the data's own marginal distribution is not appropriate (for instance if only data for which one variable is large is available, the marginal distributions of the other variables will not be represented by the available data). In such situations, the user can supply the full marginal information of the non-thresholded variables which are necessary to transform these variables correctly from the original margins to Gumbel/Laplace for estimation of dependence model parameters.
Usage
makeReferenceMarginalDistribution(x, r, whichNoChange = NULL)
Arguments
x
output from migpd fit to the original data which does not represent at least one marginal distribution
r
output from migpd fit to the reference data which does represent the correct marginal distribution of the variable with incomplete representation in x
whichNoChange
Margins which are not to use the supplied reference distribution r have numeric indices, giving column numbers in original dataframe, listed in whichNoChange.
Value
An object of class "migpd".
harrysouthworth/texmex documentation built on March 8, 2024, 7:50 p.m.
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| makeReferenceMarginalDistribution | R Documentation |
Provide full marginal reference distribution for for maringal transformation
Description
This gives the option of providing a set of reference marginal distributions to use for marginal transformation if the data's own marginal distribution is not appropriate (for instance if only data for which one variable is large is available, the marginal distributions of the other variables will not be represented by the available data). In such situations, the user can supply the full marginal information of the non-thresholded variables which are necessary to transform these variables correctly from the original margins to Gumbel/Laplace for estimation of dependence model parameters.
Usage
makeReferenceMarginalDistribution(x, r, whichNoChange = NULL)
Arguments
x |
output from migpd fit to the original data which does not represent at least one marginal distribution |
r |
output from migpd fit to the reference data which does represent the correct marginal distribution of the variable with incomplete representation in |
whichNoChange |
Margins which are not to use the supplied reference distribution |
Value
An object of class "migpd".
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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