ev.trawl (version 0.1.0)

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.

Examples

Run this code
# NOT RUN {
exceed1 <- c(0.1, 0, 0.2, 0, 0, 0, 0.6, 1.5)
exceed2 <- c(0, 0.3, 5.2, 0, 0, 3.0, 0, 2.2)
val_array <- cbind(exceed1, exceed2)
MoMGPD(val_array)

# }

Run the code above in your browser using DataCamp Workspace