estimatedQuantiles: formula to estimate a high quantile based on a treshold and...

Description Usage Arguments Value

View source: R/estimatedQuantiles.R

Description

formula to estimate a high quantile based on a treshold and gpd parameters

Usage

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estimatedQuantiles(threshold, p.excedences, target.quantile, shape, scale,
  location = 0, method = "pot")

Arguments

threshold

the threshold from which asymptotic EVT regime is assumed

p.excedences

the estimated probability of excedence of the treshold

target.quantile

the target quantile we want to estimate

shape

the shape parameter of the GPD

scale

the scale parameter of the GPD

location

the location parameter of the GEV

method

the method to choose

Value

the estimated quantile


lorismichel/potForest documentation built on Nov. 18, 2017, 5:10 p.m.