gpd.fitrange {ismev} | R Documentation |
Maximum-likelihood fitting for a stationary GPD model, over a range of thresholds. Graphs of parameter estimates which aid the selection of a threshold are produced.
gpd.fitrange(data, umin, umax, nint = 10, show = FALSE)
data |
A numeric vector of data to be fitted. |
umin, umax |
The minimum and maximum thresholds at which the model is fitted. |
nint |
The number of fitted models. |
show |
Logical; if TRUE , print details of each
fit. |
Two graphs showing maximum likelihood estimates and confidence intervals of the shape and modified scale parameters over a range of thresholds are produced.
gpd.fit
, mrl.plot
,
pp.fit
, pp.fitrange
## Not run: data(rain) ## Not run: gpd.fitrange(rain, 10, 40)