genHill: Generalized Hill estimates
In proto4426/PissoortThesis: Thesis in Extreme Value Theory
Description
Usage
Arguments
Details
Value
Author(s)
Description
Computes the Hill estimates of gamma (Section 5.2.3)
for a numeric vector of observations (data) and as a function of k
If plot=TRUE then the estimates are plotted as a function of k
If add=TRUE then the estimates are added to an existing plot
Usage
1
Arguments
data
numeric vector of extremes
Details
Based on the functions provided in http://lstat.kuleuven.be/Wiley/.
Not used as it holds only for fat-tailed distributions (ξ>0)
Value
list of K and γ (Zipf estimates)
Author(s)
Antoine Pissoort, antoine.pissoort@student.uclouvain.be
proto4426/PissoortThesis documentation built on May 26, 2019, 10:31 a.m.
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Description Usage Arguments Details Value Author(s)
Description
Computes the Hill estimates of gamma (Section 5.2.3) for a numeric vector of observations (data) and as a function of k If plot=TRUE then the estimates are plotted as a function of k If add=TRUE then the estimates are added to an existing plot
Usage
1 |
Arguments
data |
numeric vector of extremes |
Details
Based on the functions provided in http://lstat.kuleuven.be/Wiley/. Not used as it holds only for fat-tailed distributions (ξ>0)
Value
list of K and γ (Zipf estimates)
Author(s)
Antoine Pissoort, antoine.pissoort@student.uclouvain.be
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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