marggpd.class

An S4 class to represent the assessment of the the Marginal Tail Fits

internal

Estimates the p-probability return curve proposed by Murphy-Barltrop et al. (2023) <doi:10.1002/env.2797>. Implements pointwise and smooth estimation of the angular dependence function introduced by Wadsworth and Tawn (2013) <doi:10.3150/12-BEJ471>.

Lídia André

ReturnCurves

Estimation of Return Curves

Callum Murphy-Barltrop

marggpd.class function

<dl>
<dt><code>margdata</code></dt>
<dd>An S4 object of class <code>margtransf.class</code>. See <code>margtransf</code> for more details.</dd></dl>
<dt><code>blocksize</code></dt>
<dd>Size of the blocks for the block bootstrap procedure. If <code>1</code> (default), then a standard bootstrap approach is applied.</dd>
<dt><code>nboot</code></dt>
<dd>Number of bootstrap samples to be taken. Default is <code>250</code> samples.</dd>
<dt><code>alpha</code></dt>
<dd>Significance level to compute the (1-)% confidence intervals. Default is <code>0.05</code>.</dd>
<dt><code>gof</code></dt>
<dd>A list containing the model and empirical exponential quantiles, and the lower and upper bound of the confidence interval.</dd>

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An S4 class to represent the assessment of the the Marginal Tail Fits — marggpd.class

<dl>
<dt><code>margdata</code></dt>
<dd>An S4 object of class <code>margtransf.class</code>. See <code>margtransf</code> for more details.</dd>


<dt><code>blocksize</code></dt>
<dd>Size of the blocks for the block bootstrap procedure. If <code>1</code> (default), then a standard bootstrap approach is applied.</dd>


<dt><code>nboot</code></dt>
<dd>Number of bootstrap samples to be taken. Default is <code>250</code> samples.</dd>


<dt><code>alpha</code></dt>
<dd>Significance level to compute the (1-)% confidence intervals. Default is <code>0.05</code>.</dd>


<dt><code>gof</code></dt>
<dd>A list containing the model and empirical exponential quantiles, and the lower and upper bound of the confidence interval.</dd>


</dl>

marggpd.class: An S4 class to represent the assessment of the the Marginal Tail Fits

Description

Usage

Arguments

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