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