upper_bound {extrememix}R Documentation

Upper Bound

Description

Computation of the upper bound of the distribution

Usage

upper_bound(x, ...)

## S3 method for class 'evmm'
upper_bound(x, cred = 0.95, ...)

Arguments

x

the output of a model estimated with extrememix.

...

additional arguments for compatibility.

cred

amplitude of the posterior credibility interval.

Details

For an extreme value mixture model with a shape parameter xi < 0 the distribution is right-bounded with upper limit equal to u-\sigma/\xi.

Value

upper_bound returns a list with entries:

References

Coles, Stuart, et al. An introduction to statistical modeling of extreme values. Vol. 208. London: Springer, 2001.

Examples

upper_bound(rainfall_ggpd)


[Package extrememix version 0.0.1 Index]