marggpd.class {ReturnCurves} | R Documentation |
An S4 class to represent the assessment of the the Marginal Tail Fits
Description
An S4 class to represent the assessment of the the Marginal Tail Fits
Usage
marggpd.class(margdata, blocksize, nboot, alpha, marggpd)
Slots
margdata
An S4 object of class
margtransf.class
. Seemargtransf
for more details.blocksize
Size of the blocks for the block bootstrap procedure. If
1
(default), then a standard bootstrap approach is applied.nboot
Number of bootstrap samples to be taken. Default is
250
samples.alpha
Significance level to compute the \((1-\alpha)\)% confidence intervals. Default is
0.05
.gof
A list containing the model and empirical exponential quantiles, and the lower and upper bound of the confidence interval.
[Package ReturnCurves version 1.0.1 Index]