composite_pot_startvals: Starting values for multivariate peaks-over-threshold via...

In lbelzile/demoroutines: Functions for 'Extremal attractor of Liouville copulas'

Description

This function is the analog of bvstart.vals, except that it handles higher dimensional models

Usage

composite_pot_startvals(x, u = NULL, model, sym = FALSE, cscale = FALSE,
  cshape = FALSE, transform = FALSE)

Arguments

x	n by d data matrix on original scale
u	d vector of threshold parameters on probability scale
model	string indicating the multivariate extreme value family
sym	logical indicating whether model should be made symmetric
cscale	logical indicating common scale for all variables
cshape	logical indicating common shape for all variables
transform	logical indicating transformation to unconstrained domain for parameters

lbelzile/demoroutines documentation built on May 20, 2019, 8:28 p.m.