TrfJacobian

GPD(offset_shape, offset_scale)-distributed data.

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 determinant of Jacobian of Marginal Transform (MT) method.

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>) .

TrfJacobian: Computes determinant of Jacobian of Marginal Transform (MT) method.

Description

Usage

Arguments

Value