transformation_map_inverse: Inverse transformation function from 'GPD(xi, sigma)' to...

In valcourgeau/gammaextremes: Univariate Extreme Values with Trawl Processes

Description

Inverse transformation function from GPD(xi, sigma) to GPD(1, 1 + kappa).

Usage

transformation_map_inverse(x, params_std)

Arguments

x	Data to transform
params_std	Standard parametrisation parameters (xi, sigma).

Value

GPD(1, 1 + kappa) data.

Examples

n <- 10
xi <- .1
sig <- .5
kap <- 19.
data <- evir::rgpd(n, xi = xi, beta = sig)
transformation_map_inverse(data, c(xi, sig, kap))

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