MoMGPD: Method of moments (MoM) on a one or multiple exceedance timeseries for the
latent trawl model using marginal GPD properties and probability of exceedance.
Description
Method of moments (MoM) on a one or multiple exceedance timeseries for the
latent trawl model using marginal GPD properties and probability of exceedance.
Usage
MoMGPD(values_array)
Arguments
values_array
Matrix of exceedance timeseries
Value
Parameters given by a second-order method of moments as well as standard deviation across
timeseries for each individual parameter.