.score_algebraic

internal

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

Scott D. Grimshaw

Jin Zhang

Michael A. Stephens

Art B. Owen

Raphael Huser

.score_algebraic function

<dl><dt>y</dt>
<dd>vector of excesses of lowest threshold <code>u1</code></dd>
<dt>x</dt>
<dd>parameter vector (<code>sigma1</code>, <code>phi_1</code>, ..., <code>phi_m</code>)</dd>
<dt>w</dt>
<dd>differences between thresholds (<code>w[m]</code> not used)</dd>
<dt>v</dt>
<dd>thresholds relative to lowest threshold</dd>
<dt>m</dt>
<dd>number of thresholds</dd></dl>

Arguments

Algebraic score — .score_algebraic

<dl>

<dt>y</dt>
<dd>vector of excesses of lowest threshold <code>u1</code></dd>


<dt>x</dt>
<dd>parameter vector (<code>sigma1</code>, <code>phi_1</code>, ..., <code>phi_m</code>)</dd>


<dt>w</dt>
<dd>differences between thresholds (<code>w[m]</code> not used)</dd>


<dt>v</dt>
<dd>thresholds relative to lowest threshold</dd>


<dt>m</dt>
<dd>number of thresholds</dd>

</dl>

Algebraic score

.score_algebraic: Algebraic score

Description

Usage

Arguments