gp.fit {mev} | R Documentation |
Maximum likelihood estimate of generalized Pareto applied to threshold exceedances
Description
The function fit.gpd
is a wrapper around gp.fit
Usage
gp.fit(
xdat,
threshold,
method = c("Grimshaw", "auglag", "nlm", "optim", "ismev", "zs", "zhang"),
show = FALSE,
MCMC = NULL,
fpar = NULL,
warnSE = TRUE
)
Arguments
xdat |
a numeric vector of data to be fitted.
|
threshold |
the chosen threshold.
|
method |
the method to be used. See Details. Can be abbreviated.
|
show |
logical; if TRUE (the default), print details of the fit.
|
MCMC |
NULL for frequentist estimates, otherwise a boolean or a list with parameters passed. If TRUE , runs a Metropolis-Hastings sampler to get posterior mean estimates. Can be used to pass arguments niter , burnin and thin to the sampler as a list.
|
fpar |
a named list with fixed parameters, either scale or shape
|
warnSE |
logical; if TRUE , a warning is printed if the standard errors cannot be returned from the observed information matrix when the shape is less than -0.5.
|
[Package
mev version 1.17
Index]