[R] Covariates and clustering of extremes

Dag J. Steinskog dsteinskog at hotmail.com
Fri Sep 7 10:25:19 CEST 2007


I am looking at some extremes, and I want to implement covariates in my
analysis. My work is on daily datasets, and I use the cluster of exceedences
approach in fpot (evd-package) to estimate the parameters in the General
Pareto Distribution. How to include covariates like e.g. time is my question
then.  

In advance, thanks for all help!


-- 
View this message in context: http://www.nabble.com/Covariates-and-clustering-of-extremes-tf4396856.html#a12538022
Sent from the R help mailing list archive at Nabble.com.



More information about the R-help mailing list