gpdN.quant {mev} | R Documentation |
This function returns the qth percentile of N maxima from the GP.
Description
This function returns the qth percentile of N maxima from the GP.
Usage
gpdN.quant(par, q, N)
Arguments
par |
vector of length 2 containing z and \xi , respectively the mean excess of the maxima of N exceedances above the threshold and the shape parameter.
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N |
block size for threshold exceedances.
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See Also
gpdN
[Package
mev version 1.16
Index]