upper_bound: Upper Bound

In manueleleonelli/extrememix: Bayesian Estimation of Extreme Value Mixture Models

Upper Bound

Description

Computation of the upper bound of the distribution

Usage

upper_bound(x, ...)

## S3 method for class 'evmm'
upper_bound(x, cred = 0.95, ...)

Arguments

x	the output of a model estimated with extrememix.
...	additional arguments for compatibility.
cred	amplitude of the posterior credibility interval.

Details

For an extreme value mixture model with a shape parameter xi < 0 the distribution is right-bounded with upper limit equal to u-\sigma/\xi.

Value

upper_bound returns a list with entries:

• bound: a sample from the posterior distribution of the upper limit of the model, taken over the posterior values of xi which are negative.

• prob: the posterior probability that the distribution is unbounded.

• cred: the requested amplitude of the posterior credibility intervals.

References

Coles, Stuart, et al. An introduction to statistical modeling of extreme values. Vol. 208. London: Springer, 2001.

Examples

upper_bound(rainfall_ggpd)

manueleleonelli/extrememix documentation built on Oct. 25, 2024, 6:24 p.m.