mcdf {tidychangepoint} | R Documentation |
Cumulative distribution of the exceedances of a time series
Description
Cumulative distribution of the exceedances of a time series
Usage
mcdf(x, dist = "weibull")
Arguments
x |
An NHPP |
dist |
Name of the distribution. Currently only |
Value
a numeric vector of length equal to the exceedances of x
See Also
Examples
# Fit an NHPP model using the mean as a threshold
nhpp <- fit_nhpp(DataCPSim, tau = 826)
# Compute the cumulative exceedances of the mean
mcdf(nhpp)
# Fit an NHPP model using another threshold
nhpp <- fit_nhpp(DataCPSim, tau = 826, threshold = 200)
# Compute the cumulative exceedances of the threshold
mcdf(nhpp)
[Package tidychangepoint version 1.0.0 Index]