TrfG: Computes g from the marginal transform method (vectorised...

In vali2noisy/ev-trawl: Extreme Value Trawls

Description

Computes g from the marginal transform method (vectorised version). That is from GPD(alpha, beta+kappa) to GPD(offset_shape, offset_scale).

Usage

TrfG(x, alpha, beta, kappa, offset_scale, offset_shape)

Arguments

x	Data distributed as GPD(offset_shape, offset_scale).
alpha	Shape parameter of output data.
beta	Part of scale parameter of output data (beta + kappa). Should be positive.
kappa	Part of scale parameter of output data. Should be positive.
offset_scale	Scale parameter of input data. Should be positive.
offset_shape	Shape parameter of input data.

Value

GPD(offset_shape, offset_scale)-distributed data from GPD(alpha, beta+kappa)-distributed data input data.

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