Description Usage Arguments Value Examples
Uses RBM to get a point estimate for the tail index Gamma.
1 | rbm.point_estimate(data_array)
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data_array |
the raw data, assumed to be positive |
A tuple: K – the optimal tuning parameter chosen by RBM, Gamma – the tail index estimate, Stdv – a standard error estimate for Gamma
1 | rbm.point_estimate(abs(rt(1000, df = 3)))
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