ev.trawl (version 0.1.0)

GetEstimateRho: Computes first-order estimate for rho.

Description

Computes first-order estimate for rho.

Usage

GetEstimateRho(alpha, beta, kappa, cluster.size, data)

Arguments

alpha

Shape parameter.

beta

Scale parameter. Must be positive.

kappa

Exceedance probability parameter. Must be positive.

cluster.size

Lag at which ACF is negligeable i.e. cluster size.

data

Exceedane timeseries to be used.

Examples

# NOT RUN {
# TODO ADD data
GetEstimateRho(alpha = 5, beta = 2, kappa = 3, cluster.size = 8, data = NA)

# }