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.

N

block size for threshold exceedances.

See Also

gpdN


[Package mev version 1.17 Index]