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nec
2010 Jan 31
0
Package ismev, gpd.fit, and interpretation for statistics of extreme values
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[2,] 1
[3,] 1
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[,1]
[69975,] 6707
[69976,] 6707
[69977,] 6707
[69978,] 6707
[69979,] 6708
[69980,] 6708
[1] 69980 1
> th <- 100
> ra <- gpd.fit(xa, threshold=th) # stationary
$threshold
[1] 100
$nexc
[1] 1036
$conv
[1] 0
$nllh
[1] 5971.029
$mle
[1] 77.8220222 0.4094496
$rate
[1] 0.01480423
$se
[1] 3.71784848 0.03845162
> rb <- gpd.fit(xa, threshold=th, ydat=ta, sigl=1) # nonstationary
$threshold
[1] 100
$nexc
[1] 1036
$conv
[1] 0
$nllh
[...