rbm.point_estimate: Get point estimate for Gamma

Description Usage Arguments Value Examples

Description

Uses RBM to get a point estimate for the tail index Gamma.

Usage

1
rbm.point_estimate(data_array)

Arguments

data_array

the raw data, assumed to be positive

Value

A tuple: K – the optimal tuning parameter chosen by RBM, Gamma – the tail index estimate, Stdv – a standard error estimate for Gamma

Examples

1
rbm.point_estimate(abs(rt(1000, df = 3)))

swager/rbm documentation built on May 30, 2019, 9:33 p.m.