Man pages for lorismichel/potForest
Peak-over-threshold Forests

estimatedQuantilesformula to estimate a high quantile based on a treshold and...
exactQuantilesget the exact quantile for log lognormal and poisson data
generateDatagenerate synthetic data on the unit hypercube
getOOBExcedencesfunction return the out-of-bag (oob) excedences in the...
getWeightsfunction rendering the proximity weights of the forest
llPointProcessthis function implements the point process log-likelihood
potForestfit a potForest
potWeightedNLLweighted negative likelihood for general GPD excedences
ppWeightedNLLweighted negative likelihood for general GPD excedences
predict.potForestS3 method predict for potForest
lorismichel/potForest documentation built on Nov. 18, 2017, 5:10 p.m.