texmex (version 1.1)

texmex-internal: Internal functions for texmex

Description

Internal functions used by the texmex package.

Usage

hist.gpd(x, xlab, ylab, main, ...)
rl.gpd(object, alpha = 0.05, xlab, ylab, main, pch=1, col=2, cex=0.75,
       linecol=4, cicol=0, polycol=15, smooth=TRUE)
qqgpd(object, nsim = 1000, alpha = 0.050, xlab, ylab, main, plot = TRUE,
     ylim = "auto", pch=1, col = 2, cex = 0.75, linecol = 4, intcol = 0,
     polycol = 15)
ppgpd(object, nsim = 1000, alpha = 0.05, xlab, ylab, main,
     pch=1, col = 2, cex = 0.75, linecol = 4, intcol = 0,
     polycol = 15, smooth = TRUE)
u2gpd(u, p=1, th=0, sigma, xi)
mexGumbel(x, method = "mixture", divisor = "n+1", na.rm=TRUE)
revGumbel(x, data, qu, th=0, sigma=1, xi=0, method="mixture")
gpd.fit(y, th, X.phi, X.xi, penalty="none", start=NULL,
        priorParameters = NULL, maxit = 10000, trace = 0, hessian = TRUE)
info.gpd(o, method = "observed")

Arguments

x, object, data

Object to be used by plot functions, vector to be converted.

xlab, ylab, ylim, main, pch, col, cex, linecol, cicol, intcol, polycol, ...

Arguments to plot functions.

smooth

Whether or not to smooth simulated confidence intervlas. Defaults to smooth = TRUE.

alpha

Control nominal coverage of condfidence intervals. Defaults to alpha = 0.05.

nsim

Number of simulated datasets to use in computing confidence intervals.

plot

Whether or not to plot the result.

u

Uniform numbers to be converted to GPD numbers.

p, th, qu, sigma, xi

Paramters of GPD distribution.

method

In mexGumbel, how to convert. When method = 'mixture', the upper tail of the distribution is modelled using a generalized Pareto distribution and the remainder is approximated using the empirical distribution. In in

divisor

Divisor used in estimation of empirical distribution.

na.rm

Whether or not to remove missing values.

y, X.phi, X.xi, penalty, start, priorParameters, maxit, trace

Arguments supplied to gpd, migpd or mex, or inferred from those functions after some preprocessing.

o

The object returned by gpd.fit

hessian

Whether or not to return the numerically estimated Hessian. Defaults to TRUE.

Details

None of these functions are intended to be used explicitly.

The plotting functions are used internally by plot.gpd.

Some of the code is based on code that appears in the ismev package, originally written by Stuart Coles.