TrfJacobian: Computes determinant of Jacobian of Marginal Transform (MT)...

In vali2noisy/ev-trawl: Extreme Value Trawls

Description

Computes determinant of Jacobian of Marginal Transform (MT) method.

Usage

TrfJacobian(z, alpha, beta, kappa, offset_scale, offset_shape)

Arguments

z	GPD(offset_shape, offset_scale)-distributed data.
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

Transformed scale parameter given original data parameters.

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