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 |
... |
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:
-
bound
: a sample from the posterior distribution of the upper limit of the model, taken over the posterior values of xi which are negative. -
prob
: the posterior probability that the distribution is unbounded. -
cred
: the requested amplitude of the posterior credibility intervals.
References
Coles, Stuart, et al. An introduction to statistical modeling of extreme values. Vol. 208. London: Springer, 2001.
Examples
upper_bound(rainfall_ggpd)