[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!
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