MoMGPD: Method of moments (MoM) on a one or multiple exceedance...

In vali2noisy/ev-trawl: Extreme Value Trawls

Description

Method of moments (MoM) on a one or multiple exceedance timeseries for the latent trawl model using marginal GPD properties and probability of exceedance.

Usage

MoMGPD(values_array)

Arguments

values_array

Matrix of exceedance timeseries

Value

Parameters given by a second-order method of moments as well as standard deviation across timeseries for each individual parameter.

Examples

exceed1 <- c(0.1, 0, 0.2, 0, 0, 0, 0.6, 1.5)
exceed2 <- c(0, 0.3, 5.2, 0, 0, 3.0, 0, 2.2)
val_array <- cbind(exceed1, exceed2)
MoMGPD(val_array)

vali2noisy/ev-trawl documentation built on May 13, 2019, 4:09 a.m.