ev.trawl (version 0.1.0)

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

Description

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

Usage

TrfInverseG(z, alpha, beta, kappa, offset_scale, offset_shape)

Arguments

z

Data distributed as GPD(offset_shape, offset_scale).

alpha

Shape parameter of output data.

beta

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

kappa

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

offset_scale

Scale parameter of input data. Should be positive.

offset_shape

Shape parameter of input data.

Value

GPD(alpha, beta+kappa)-distributed data from GPD(offset_shape, offset_scale)-distributed input data.