TrfG

Data distributed as GPD(offset_shape, offset_scale).

alpha

Part of scale parameter of output data (beta + kappa).
Should be positive.

beta

Part of scale parameter of output data.
Should be positive.

kappa

Scale parameter of input data.
Should be positive.

offset_scale

offset_shape

Computes g from the marginal transform method (vectorised version).
That is from GPD(alpha, beta+kappa) to GPD(offset_shape, offset_scale).

Implementation of trawl processes and an extension of such processes into a univariate latent model for extreme values.
Inference, simulation and initialization tools are available. See Noven et al. (2018) <DOI:10.21314/JEM.2018.179> which can be found on arXiv (<arXiv:1511.08190>) .

TrfG: Computes g from the marginal transform method (vectorised version). That is from GPD(alpha, beta+kappa) to GPD(offset_shape, offset_scale).

Description

Usage

Arguments

Value