HiDimMaxStable (version 0.1.1)

select.mean: Selects vectors for which the mean of the components is larger than a threshold

Description

For a matrix, first computes the mean of each column, second drop all column whose mean is less than a threshold, third returns the radial-angular decompositions

Usage

select.mean(data,t)

Arguments

data

a matrix representing the data.

t

a threshold value.

Value

returns a list l including:

l$selected

the normalized selected vectors (divided by the threshold)

l$u

their angular part

l$gamma

their radial part

See Also

excess.censor

Examples

raw.data<-rCMS(copulas=c(copClayton,copGumbel),
               margins=c(marginLnorm,marginFrechet),
               classes=c(rep(1,10),rep(2,10)),
               params=c(0.5,1,1.5,1.7),n=1000)
data<-select.mean(raw.data,t=10)