rFullPOT: Random Sample from the Full Poisson Process

In usnistgov/potMax: Empirical Calculation of the Distribution of the Maximum from a Peaks Over Threshold Process

Description

Generate a random sample from the 2D Poisson process with the full intensity function

Usage

rFullPOT(mu, sigma, k, thresh, lt)

Arguments

mu	(numeric scalar) Location parameter
sigma	(numeric scalar) Scale parameter
k	(numeric scalar) Tail length parameter
thresh	(numeric scalar) The threshold
lt	(numeric scalar) Lengt of the series in units of time (seconds, minutes, hours, etc.)

Details

The intensity function is described in fullMLE

Value

A list with components $t the times of the threshold crossings in the same units of lt and $y the value of the threshold crossings (NOT exceedances of/differences from the threshold)

Examples

## Not run: 

f_pot_samp <- rFullPOT(mu = 50, sigma = 5, k = 0.2, thresh = 55, lt = 100)


## End(Not run)

usnistgov/potMax documentation built on May 3, 2019, 2:38 p.m.