gpdtopar {mev} | R Documentation |
Transformation from the generalized Pareto to unit Pareto
Description
Transformation from the generalized Pareto to unit Pareto
Usage
gpdtopar(dat, loc = 0, scale, shape, lambdau = 1)
Arguments
dat |
vector or matrix of data |
loc |
vector of location parameters |
scale |
vector of scale parameters, strictly positive |
shape |
shape parameter |
lambdau |
vector of probability of marginal threshold exceedance |
Value
a vector or matrix of the same dimension as dat
with unit Pareto observations
[Package mev version 1.17 Index]