select_thresh: Select threshold from tcplot output.

Description Usage Arguments Details Value

View source: R/tcplot.R

Description

Select threshold from threshold stability plot from the tcplot function of the evmix package.

Usage

1

Arguments

tc

result from the tcplot function of the evmix packages

Details

The threhshold is selected such as as the minimum threshold for which the transformed parameters of the GPD model fitted are within the confidence intervals for every higher threshold.

Value

returns the value of the threshold selected


thaos/FARg documentation built on May 25, 2019, 8:18 a.m.