fit.rho: Estimator of the second order tail index parameter
In lbelzile/mev: Modelling of Extreme Values
fit.rho R Documentation
Estimator of the second order tail index parameter
Description
Estimator of the second order tail index parameter
Usage
fit.rho(xdat, k, method = c("fagh", "dk", "ghp"), ...)
Arguments
xdat
vector of positive observations
k
number of highest order statistics to use for estimation
method
string for the estimator
...
additional arguments passed to individual routinescurrently ignored.
lbelzile/mev documentation built on Oct. 28, 2024, 5:15 a.m.
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.
| fit.rho | R Documentation |
Estimator of the second order tail index parameter
Description
Estimator of the second order tail index parameter
Usage
fit.rho(xdat, k, method = c("fagh", "dk", "ghp"), ...)
Arguments
xdat |
vector of positive observations |
k |
number of highest order statistics to use for estimation |
method |
string for the estimator |
... |
additional arguments passed to individual routinescurrently ignored. |
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.
Embedding an R snippet on your website
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.