gpd_sum_stats | R Documentation |
Calculates summary statistics involved in the Generalized Pareto log-likelihood.
gpd_sum_stats(gpd_data)
gpd_data |
A numeric vector containing positive values. |
A list with components
gpd_data |
A numeric vector. The input vector with any missings removed. |
m |
A numeric scalar. The sample size, i.e., the number of non-missing values. |
xm |
A numeric scalar. The sample maximum |
sum_gp |
A numeric scalar. The sum of the non-missing sample values. |
rgpd
for simulation from a generalized Pareto
distribution.
# Sample data from a GP(sigma, xi) distribution
gpd_data <- rgpd(m = 100, xi = 0, sigma = 1)
# Calculate summary statistics for use in the log-likelihood
ss <- gpd_sum_stats(gpd_data)
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