pp.score: Score vector for the Poisson process of threshold exceedances

View source: R/univdist.R

pp.scoreR Documentation

Score vector for the Poisson process of threshold exceedances

Description

Returns the score vector of the NHPP.

Usage

pp.score(par, dat, u, np = 1)

Arguments

par

vector of loc, scale and shape

dat

sample vector

u

threshold

np

number of periods of observations. This is a post hoc adjustment for the intensity so that the parameters of the model coincide with those of a generalized extreme value distribution with block size length(dat)/np.

Value

score vector of NHPP

See Also

pp


lbelzile/mev documentation built on Oct. 28, 2024, 5:15 a.m.