semipar.tail: Semiparametric estimate of the main.sample

In swager/semipartail: Semiparametric tail estimation

Description

Semiparametric estimate of the main.sample

Usage

semipar.tail(main.sample, background.sample, threshold = NULL)

Arguments

main.sample	the sample of interest
background.sample	a (usually large) background sample used to stabilize tail inference
threshold	threshold defining the beginning of the tail (selected automatically if not specified)

Value

An estimated distribution, formatted as pairs (X = sample location, weights = amount of probability mass at X), where the weights sum to 1.

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