[R] ismev package
Gregor.gawron@rmf.ch
Gregor.gawron at rmf.ch
Mon Mar 7 17:52:44 CET 2005
Check the reference book and the homepage of the author:" An Introduction to Statistical Modeling of Extreme Values" by Stuart Coles
Springer Series in Statistics. ISBN 1-85233-459-2. Published: September, 2001. You will find explanation and examples Point process. Alternatively, you may also look at http://www.math.ethz.ch/~mcneil and his publication list.
Gregor
-----Original Message-----
From: r-help-bounces at stat.math.ethz.ch [mailto:r-help-bounces at stat.math.ethz.ch] On Behalf Of Angelo Secchi
Sent: Montag, 7. März 2005 17:40
To: R-help at stat.math.ethz.ch
Subject: [R] ismev package
Hi,
I'm exploring the ismev package and in particular the pp.fit function. Documentation says that this function performs Maximum-likelihood fitting for the point process model, including generalized linear modelling of each parameter. Actually I'm afraid not to understand what it means with "Point process model". Any suggestion on possible references for further infos? thanks Angelo
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