first_moment: Computes first moment in trawl gamma-exponential mixture

In valcourgeau/gammaextremes: Univariate Extreme Values with Trawl Processes

Description

Computes first moment in trawl gamma-exponential mixture

Usage

first_moment(xs, delta, beta, b_oh, b_o_exc_h)

Arguments

xs	Grid to integrate on.
delta	Grid mesh size
beta	GPD scale parameter in the sense of Noven et al.
b_oh	alpha * mu(A inter A_h) / mu (A)
b_o_exc_h	alpha * mu(A excl. A_h) / mu (A)

Value

First moment value

valcourgeau/gammaextremes documentation built on Sept. 9, 2021, 5:42 a.m.