ev.trawl (version 0.1.0)

GenerateParameters: Computes initial guess for Univariate Latent-Trawl model. Uses fExtreme package method gpdFit to fit MLE.

Description

Computes initial guess for Univariate Latent-Trawl model. Uses fExtreme package method gpdFit to fit MLE.

Usage

GenerateParameters(data, cluster.size)

Arguments

data

Exceedane timeseries to be used.

cluster.size

Lag at which ACF is negligeable.

Examples

# NOT RUN {
# TODO ADD data
data(hourlyhourly_bloomsbury_air_pollution_2000_2017)
GenerateParameters(data = hourly_bloomsbury_air_pollution_2000_2017$O3[1:1000], cluster.size = 8)

# }