GenerateParameters: Computes initial guess for Univariate Latent-Trawl model....
In vali2noisy/ev-trawl: Extreme Value Trawls
Description
Usage
Arguments
Examples
Description
Computes initial guess for Univariate Latent-Trawl model.
Uses fExtreme package method gpdFit to fit MLE.
Usage
1
GenerateParameters(data, cluster.size)
Arguments
data
Exceedane timeseries to be used.
cluster.size
Lag at which ACF is negligeable.
Examples
1
2
3
# TODO ADD data
data(hourlyhourly_bloomsbury_air_pollution_2000_2017)
GenerateParameters(data = hourly_bloomsbury_air_pollution_2000_2017$O3[1:1000], cluster.size = 8)
vali2noisy/ev-trawl documentation built on May 13, 2019, 4:09 a.m.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
Description Usage Arguments Examples
Description
Computes initial guess for Univariate Latent-Trawl model.
Uses fExtreme package method gpdFit to fit MLE.
Usage
1 | GenerateParameters(data, cluster.size)
|
Arguments
data |
Exceedane timeseries to be used. |
cluster.size |
Lag at which ACF is negligeable. |
Examples
1 2 3 | # TODO ADD data
data(hourlyhourly_bloomsbury_air_pollution_2000_2017)
GenerateParameters(data = hourly_bloomsbury_air_pollution_2000_2017$O3[1:1000], cluster.size = 8)
|
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
Embedding an R snippet on your website
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.