rbm.point_estimate: Get point estimate for Gamma
In swager/rbm: Tail Index Estimation with Random Block Maxima
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.
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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)))
|
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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