thselect.rbm

Threshold selection for the random block maxima method

Various tools for the analysis of univariate, multivariate and functional extremes. Exact simulation from max-stable processes (Dombry, Engelke and Oesting, 2016, <doi:10.1093/biomet/asw008>, R-Pareto processes for various parametric models, including Brown-Resnick (Wadsworth and Tawn, 2014, <doi:10.1093/biomet/ast042>) and Extremal Student (Thibaud and Opitz, 2015, <doi:10.1093/biomet/asv045>). Threshold selection methods, including Wadsworth (2016) <doi:10.1080/00401706.2014.998345>, and Northrop and Coleman (2014) <doi:10.1007/s10687-014-0183-z>. Multivariate extreme diagnostics. Estimation and likelihoods for univariate extremes, e.g., Coles (2001) <doi:10.1007/978-1-4471-3675-0>.

Leo Belzile

Modelling of Extreme Values

Jennifer L. Wadsworth

Paul J. Northrop

Raphael Huser

Scott D. Grimshaw

Jin Zhang

Michael A. Stephens

Art B. Owen

thselect.rbm function

<dl><dt>xdat</dt>
<dd>[vector] sample exceedances</dd>
<dt>kmax</dt>
<dd>maximum number of exceedances to consider.</dd></dl>

Arguments

Threshold selection for the random block maxima method — thselect.rbm

<dl>

<dt>xdat</dt>
<dd>[vector] sample exceedances</dd>


<dt>kmax</dt>
<dd>maximum number of exceedances to consider.</dd>

</dl>

thselect.rbm: Threshold selection for the random block maxima method

Description

Usage

Value

Arguments