fit: Fitting the LTME or EV Trawl model.

In valcourgeau/gammaextremes: Univariate Extreme Values with Trawl Processes

Description

Fitting the LTME or EV Trawl model.

Usage

fit(data, depth, method, mode, type, bounds, parallel = F)

Arguments

data	Data to fit.
depth	Depth to fit.
method	Selecting "GMM" or "PL".
mode	Either one-stage/full ("full") or two-stage ("two-stage").
type	Trawl type (e.g. "exp", "sum_exp", etc.)
bounds	Parameters bounds. "config" uses trawl cfg, "multiplier" uses scaled initial guess.
parallel	Boolean, defaults to FALSE.

Value

List of fitted parameters, hyperparameters, etc.

Examples

n <- 2000
test_column <- 2
data <- pollution_data[seq_len(n), test_column]
depth <- 5
ev_trawl_fit(data, depth, method = "GMM")

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