trans2GEV: Transformation to GEV distribution
In ExtremalDep: Extremal Dependence Models
trans2GEV R Documentation
Transformation to GEV distribution
Description
Transformation of marginal distribution from unit Frechet to GEV
Usage
trans2GEV(data, pars)
Arguments
data
A vector of length n or a (n x p) matrix representing the data on its original scale.
pars
A (1 x 3) vector or a (p x 3) matrix of marginal GEV parameters.
Details
The transformation function is (x^ξ -1)σ/ξ + μ if ξ \neq 0, and σ/x + μ if ξ=0.
Value
An object of the same format and dimensions as data.
Author(s)
Simone Padoan, simone.padoan@unibocconi.it,
https://faculty.unibocconi.it/simonepadoan/;
Boris Beranger, borisberanger@gmail.com
https://www.borisberanger.com;
See Also
trans2UFrechet
Examples
data(pollution)
pars <- fGEV(Leeds.frechet[,1])$est
par_new <- c(2, 1.5, 0.5)
data_new <- trans2GEV(Leeds.frechet[,1], pars=par_new)
fGEV(data_new)
ExtremalDep documentation built on March 7, 2023, 3:16 p.m.
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| trans2GEV | R Documentation |
Transformation to GEV distribution
Description
Transformation of marginal distribution from unit Frechet to GEV
Usage
trans2GEV(data, pars)
Arguments
data |
A vector of length n or a (n x p) matrix representing the data on its original scale. |
pars |
A (1 x 3) vector or a (p x 3) matrix of marginal GEV parameters. |
Details
The transformation function is (x^ξ -1)σ/ξ + μ if ξ \neq 0, and σ/x + μ if ξ=0.
Value
An object of the same format and dimensions as data.
Author(s)
Simone Padoan, simone.padoan@unibocconi.it, https://faculty.unibocconi.it/simonepadoan/; Boris Beranger, borisberanger@gmail.com https://www.borisberanger.com;
See Also
trans2UFrechet
Examples
data(pollution) pars <- fGEV(Leeds.frechet[,1])$est par_new <- c(2, 1.5, 0.5) data_new <- trans2GEV(Leeds.frechet[,1], pars=par_new) fGEV(data_new)
R Package Documentation
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Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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