pot {evir} | R Documentation |
Fits a Poisson point process to the data, an approach
sometimes known as peaks over thresholds (POT), and
returns an object of class "potd"
.
pot(data, threshold = NA, nextremes = NA, run = NA, picture = TRUE, ...)
data |
numeric vector of data, which may have a times
attribute containing (in an object of class "POSIXct" , or
an object that can be converted to that class; see
as.POSIXct ) the times/dates of each observation.
If no times attribute exists, the data are assumed to
be equally spaced. |
threshold |
a threshold value (either this or nextremes
must be given but not both) |
nextremes |
the number of upper extremes to be used (either
this or threshold must be given but not both) |
run |
if the data are to be declustered the run length
parameter for the runs method (see decluster )
should be entered here |
picture |
whether or not a picture should be drawn if declustering is performed |
... |
arguments passed to optim |
Uses optim
for point process likelihood maximization.
An object of class "potd"
describing the fit and including
parameter estimates and standard errors.
gpd
, plot.potd
,
plot.gpd
, decluster
,
optim
, as.POSIXct
data(danish) out <- pot(danish, 10) # Fits POT model to Danish fire insurance losses