search for: nexc

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2010 Jan 31
0
Package ismev, gpd.fit, and interpretation for statistics of extreme values
...1,] 1 [2,] 1 [3,] 1 [4,] 1 [5,] 1 [6,] 1 [,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 [...