Transforms data to normalized exceedances with censoring

Description

First transforms empirical marginal distributions to unit Pareto by using order statistics, second scales to 1/t, third censor values smaller than one, and then drops all vectors with no value greater than one.

Usage

excess.censor(z,t=10)

Arguments

Examples

raw.data<-rCMS(copulas=c(copClayton,copGumbel),
               margins=c(marginLnorm,marginFrechet),
               classes=c(rep(1,10),rep(2,10)),
               params=c(0.5,1,1.5,1.7),n=100)
data<-excess.censor(raw.data)

Results

R version 3.3.1 (2016-06-21) -- "Bug in Your Hair"
Copyright (C) 2016 The R Foundation for Statistical Computing
Platform: x86_64-pc-linux-gnu (64-bit)

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> library(HiDimMaxStable)
Loading required package: copula
> png(filename="/home/ddbj/snapshot/RGM3/R_CC/result/HiDimMaxStable/excess.censor.Rd_%03d_medium.png", width=480, height=480)
> ### Name: excess.censor
> ### Title: Transforms data to normalized exceedances with censoring
> ### Aliases: excess.censor
> 
> ### ** Examples
> 
> raw.data<-rCMS(copulas=c(copClayton,copGumbel),
+                margins=c(marginLnorm,marginFrechet),
+                classes=c(rep(1,10),rep(2,10)),
+                params=c(0.5,1,1.5,1.7),n=100)
> data<-excess.censor(raw.data)
> 
> 
> 
> 
> 
> dev.off()
null device 
          1 
>