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tests/t-fitmcgpd.R
In POT: Generalized Pareto Distribution and Peaks Over Threshold
library(POT)
set.seed(123)
mc <- simmc(100, alpha = 0.25)
mc <- qgpd(mc, 0, 1, 0.25)
##A first application when marginal parameter are estimated
f1 <- fitmcgpd(mc, 0)
str(f1)
f1
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POT documentation built on April 14, 2022, 3:03 a.m.
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library(POT)
set.seed(123)
mc <- simmc(100, alpha = 0.25)
mc <- qgpd(mc, 0, 1, 0.25)
##A first application when marginal parameter are estimated
f1 <- fitmcgpd(mc, 0)
str(f1)
f1
Try the POT package in your browser
Any scripts or data that you put into this service are public.
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.
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