tidychangepoint (version 1.0.0)

mcdf: Cumulative distribution of the exceedances of a time series

Description

Cumulative distribution of the exceedances of a time series

Usage

mcdf(x, dist = "weibull")

Value

a numeric vector of length equal to the exceedances of x

Arguments

x

An NHPP model returned by fit_nhpp()

dist

Name of the distribution. Currently only weibull is implemented.

See Also

plot_intensity()

Examples

# Fit an NHPP model using the mean as a threshold
nhpp <- fit_nhpp(DataCPSim, tau = 826)

# Compute the cumulative exceedances of the mean
mcdf(nhpp)

# Fit an NHPP model using another threshold
nhpp <- fit_nhpp(DataCPSim, tau = 826, threshold = 200)

# Compute the cumulative exceedances of the threshold
mcdf(nhpp)