return.level.est

a scale parameter of Generalized Pareto distribution.

sigma_u

a shape parameter of Generalized Pareto distribution.

a relative frequency of the number of threshold value exceedances.

lambda_u

theta

Estimation of return level for a given threshold value using Peaks Over Threshold model.
The function is called by <code><a rd-options="" href="/link/KRDetect.outliers.EV?package=envoutliers&version=1.1.0" data-mini-rdoc="envoutliers::KRDetect.outliers.EV">KRDetect.outliers.EV</a></code> and is not intended for use by regular users of the package.

Three semi-parametric methods for detection of outliers in environmental data based on kernel regression and subsequent analysis of smoothing residuals. The first method (Campulova, Michalek, Mikuska and Bokal (2018) <DOI: 10.1002/cem.2997>) analyzes the residuals using changepoint analysis, the second method is based on control charts (Campulova, Veselik and Michalek (2017) <DOI: 10.1016/j.apr.2017.01.004>) and the third method (Holesovsky, Campulova and Michalek (2018) <DOI: 10.1016/j.apr.2017.06.005>) analyzes the residuals using extreme value theory (Holesovsky, Campulova and Michalek (2018) <DOI: 10.1016/j.apr.2017.06.005>).

Martina Campulova

envoutliers

Methods for Identification of Outliers in Environmental Data

Roman Campula

return.level.est function

Estimation of return level for a given threshold value using Peaks Over Threshold model.
The function is called by <code><a rd-options='' href='KRDetect.outliers.EV'>KRDetect.outliers.EV</a></code> and is not intended for use by regular users of the package.

return.level.est: Return level estimation - Only intended for developer use

Description

Usage

Arguments

Value

Details

References