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R/qgpd2.R
In texmex: Threshold exceedences and multivariate extremes
Defines functions
`qgpd2`
`qgpd2` <-
function(N , sigma = 1 , xi = 1 , u = 0, la = 1 ) # returns N observation return level
u + ( sigma * ( ( N * la )^( xi ) - 1)) / xi
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texmex documentation built on May 2, 2019, 4:56 p.m.
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Defines functions `qgpd2`
`qgpd2` <-
function(N , sigma = 1 , xi = 1 , u = 0, la = 1 ) # returns N observation return level
u + ( sigma * ( ( N * la )^( xi ) - 1)) / xi
Try the texmex 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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