gpd.fitrange {ismev}R Documentation

Fitting the GPD Model Over a Range of Thresholds

Description

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.

Usage

gpd.fitrange(data, umin, umax, nint = 10, show = FALSE)

Arguments

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.

Value

Two graphs showing maximum likelihood estimates and confidence intervals of the shape and modified scale parameters over a range of thresholds are produced.

See Also

gpd.fit, mrl.plot, pp.fit, pp.fitrange

Examples

## Not run: data(rain)
## Not run: gpd.fitrange(rain, 10, 40)

[Package ismev version 1.32 Index]