I have this question too. Now i write what i know about this funtion as follows:
Maybe this function can help us in estimating beta and xi.
threshold Start: to adjust the first threshold appears on the X-axis in fig1 (and fig4).
threshold InterVal:to adjust the interval between the two thresholds in fig1 (and fig4).
max(x):to adjust the maxmum threshold appears on the X-axis in fig1 (and fig4).
nThreshold:adjust the points numbers appears in fig2 (and fig3).
Quantile:help to estimate beta and xi, we can adjust this number untile we find the best estimation of beta and xi.that means the lines in fig2 and fig3 will have a smooth or linear part.
PP:p-p plot,help to see how well the estimation wors.
Regards,Yishuo Deng,
janet watson-2 wrote:
Hi all,
does anybody know how the function "tailSlider' in fExtremes work? Unfortuantely the manual, in this regard, is incomplete and if I search Google I find only 12 links (mainly batch codes) without any explanations.
Thanks in advance for your help,
Regards, Janet W,
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