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Triang.kernel

Triangular kernel function

Description

Triangular kernel function

Usage

Triang.kernel(x)

Arguments

x

a vector.

Details

Triangular Kernel

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

We recommend a critical value of 6.9 for this kernel.

Examples

plot(function(x) Triang.kernel(x), -2, 2,
main = " Triangular kernel")
extremefit

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

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