Generalized Residuals for some fevd Objects — residuals.fevd • dailymet

Compute the generalized residuals for some objects with class "fevd" representing fitted POT models, especially non-stationary ones.

Usage

# S3 method for fevd
residuals(object, type = c("exp", "unif"), ...)

Arguments

object: An object of class "fevd" representing a fitted POT model, either Poisson-GP if object$type is "GP" or a Non-Homogeneous Poisson Process if object$type is "PP".
type: Character giving the target distribution: "exp" for the standard exponential or "unif" for the standard exponential.
...: Not used yet

Value

A numeric vector with the generalized residuals.

Note

For Poisson-GP POT models, the residuals will NA when the observation \(y\) does not exceed the threshold \(u\) i.e., when \(y \leq u\).