LRExp

Likelihood Ratio statistic for the exponential distribution vs. GPD.

Peaks Over Threshold (POT) or 'methode du renouvellement'. The
distribution for the excesses can be chosen, and heterogeneous data
(including historical data or block data) can be used in a
Maximum-Likelihood framework.

Yann Richet

Renext

Renewal Method for Extreme Values Extrapolation

LRExp function

<dl> <dt>x</dt>
<dd></dd>Numeric vector of positive sample values. For the POT context, this
 should be the vector of excesses over the threshold.
 <dt>alternative</dt>
<dd></dd>Character string describing the alternative hypothesis
</dl>

Arguments

Likelihood Ratio statistic for exponential vs. GPD — LRExp

<dl>

 <dt>x</dt>
<dd>

Numeric vector of positive sample values. For the POT context, this
 should be the vector of excesses over the threshold.
</dd>

 <dt>alternative</dt>
<dd>

Character string describing the alternative hypothesis
</dd>

</dl>

LRExp: Likelihood Ratio statistic for exponential vs. GPD

Description

Usage

Value

Arguments

Details

See Also