transformation_map: Transforms data from 'GPD(1, 1 + kappa)' to 'GPD(xi, sigma)'.

In valcourgeau/gammaextremes: Univariate Extreme Values with Trawl Processes

Description

Transforms data from GPD(1, 1 + kappa) to GPD(xi, sigma).

Usage

transformation_map(x, params_std)

Arguments

x	Data to transform.
params_std	Vector c(xi, sigma, kappa).

Value

Vector of GPD(xi, sigma) data.

Examples

xi <- 1
sig <- 3
kap <- 2
tmp <- evir::rgpd(100, xi = 1, beta = 1 + kap)
transformation_map(tmp, c(xi, sig, kap))

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