GPDTAILS-class

GPDTAILS

Class: SPD with Generalized Pareto Distribution (GPD) Tails 

classes

The Semi Parametric Piecewise Distribution blends the Generalized Pareto Distribution for the tails with a kernel based interior.

Alexios Ghalanos

Semi Parametric Distribution

GPDTAILS-class function

Objects can be created by calling <code><a rd-options="" href="/link/spdfit?package=spd&version=2.0-1" data-mini-rdoc="spd::spdfit">spdfit</a></code>. The main implemented 
class of the spd package holding the details of the fitted object with gpd tails.

Objects from the Class

<dl>
    <dt><code>call</code>:</dt><dd>...</dd> <dt><code>method</code>:</dt><dd>the gpd fitting method</dd> <dt><code>kernel</code>:</dt><dd>the kernel type</dd> <dt><code>data</code>:</dt><dd>the original dataset</dd> <dt><code>threshold</code>:</dt><dd>the upper and lower thresholds fitted</dd> <dt><code>ptails</code>:</dt><dd>the upper and lower cutoff points.</dd> <dt><code>fit</code>:</dt><dd>the upper and lower gpd fit and the interior kernel fit objects.</dd> <dt><code>title</code>:</dt><dd>optional title of project</dd> <dt><code>description</code>:</dt><dd>optional description</dd> </dl> 

GPDTAILS-class: Class: GPDTAILS

Description

Arguments

Objects from the Class

Slots

Extends

References