extremefit: Rectangular.kernel – R documentation

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Rectangular.kernel

Rectangular kernel function

Rectangular kernel function

Rectangular.kernel(x)

x

a vector.

Rectangular kernel function

Rectangular Kernel

K(x) = 1 (abs(x) <= 1)

We recommend a critical value of 10 for this kernel.

plot(function(x) Rectangular.kernel(x), -2, 2,
main = " Rectangular kernel ")

Estimation of Extreme Conditional Quantiles and Probabilities

v1.0.2

GPL-2

Authors

Gilles Durrieu, Ion Grama, Kevin Jaunatre, Quang-Khoai Pham, Jean-Marie Tricot

Initial release

2019-05-03