search for: rgpd

Displaying 6 results from an estimated 6 matches for "rgpd".

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2005 Oct 07
1
Troubleshooting with "gpd" (Fit generalized pareto model)
...e recognized problems with "gpd(..)", the function from the package "evir" I think that all these functions that estimate the parameters xi, beta for the GPD by given threshold mu use the function "optim(..)" ( gpd, fitgpd, ...) "Error" example: data1 <- rgpd(1000, xi= -1.5, mu=1000, beta=100) so the created poinnts take place in about (1000, 1070). Now I want to estimate xi and beta by given threshold =1060, out <- gpd(data1, threshold=1060) and this causes an error in "optim". My questions are (1) Is there a more secure way t...
2004 Feb 22
3
Simulation help
I am a new R user. As a test, I want to write a simple code that does the following simulation: 1. Randomly generate a number from a distribution, say, Poisson. Let's say that number is 3. 2. Randomly generate 3 numbers from another distribution, say, Normal. 3. Compute the sum of the numbers generated in step 2 and read it into a vector, V. 4. Repeat steps 1 through 3 for 100,000 times. 5.
2024 May 23
1
No RID Set found for this server. Can't self-allocate
...divulgar su contenido.Su direcci?n de correo electr?nico, junto a sus datos personales recibidos, ser?n gestionados por UGT Galicia con la finalidad de la gesti?n de la comunicaci?n recibida y el contacto con usted, y se adoptar?n sobre los mismos las medidas de seguridad oportunas en garant?a del RGPD y la LOPDGDD. Para cualquier informaci?n adicional o cuesti?n relacionada con Protecci?n de Datos, dir?jase a dpo at galicia.ugt.org o a nuestras Pol?ticas de Privacidad ubicadas en www.ugt.es/clausulas-rgpd
2024 May 21
1
No RID Set found for this server. Can't self-allocate
...divulgar su contenido.Su direcci?n de correo electr?nico, junto a sus datos personales recibidos, ser?n gestionados por UGT Galicia con la finalidad de la gesti?n de la comunicaci?n recibida y el contacto con usted, y se adoptar?n sobre los mismos las medidas de seguridad oportunas en garant?a del RGPD y la LOPDGDD. Para cualquier informaci?n adicional o cuesti?n relacionada con Protecci?n de Datos, dir?jase a dpo at galicia.ugt.org o a nuestras Pol?ticas de Privacidad ubicadas en www.ugt.es/clausulas-rgpd
2006 Jan 30
1
fExtreme packages
...unable to open connection In addition: Warning message: cannot open file 'fBasics-xmpTools' from fExtremes: data(danish) xmpExtremes("\nStart: Simulate a GPD Distributed Sample > ") x = gpdSim(model = list(shape = 0.25, location = 0, scale = 1), n = 1000) Error in rgpd(n = n, xi = model$shape, mu = model$location, beta = model$scale) : unused argument(s) (mu ...) fit = gpdFit(danish, threshold = 10, type = "mle") > par(mfrow = c(1, 1)) > gpdtailPlot(fit, main = "Danish Fire: GPD Tail Estimate", col = "steelblue4") E...
2012 Jun 01
1
POT Package
...then i used fitgpd function to estimete the parameters.The estimated parameters are not matched with the given parameters i.e.from which i generate random numbers.I think estimated parameters should be matched with the given parameters.Also suggest me another good packege for GPD. for e.g. k2<-rgpd(100,loc=100000,scale=229678.21 ,shape=0.41) fitgpd(k2,100000,"mle")$param scale shape 4.271966e+05 2.092887e-01 -- View this message in context: http://r.789695.n4.nabble.com/POT-Package-tp4632055.html Sent from the R help mailing list archive at Nabble.com.