mcdf function

Cumulative distribution of the exceedances of a time series

mcdf(x, dist = "weibull")

Arguments

• x: An NHPP model returned by fit_nhpp()
• dist: Name of the distribution. Currently only weibull is implemented.

Returns

a numeric vector of length equal to the exceedances of x

Examples

# Fit an NHPP model using the mean as a threshold
nhpp <- fit_nhpp(DataCPSim, tau = 826)

# Compute the cumulative exceedances of the mean
mcdf(nhpp)

# Fit an NHPP model using another threshold
nhpp <- fit_nhpp(DataCPSim, tau = 826, threshold = 200)

# Compute the cumulative exceedances of the threshold
mcdf(nhpp)

See Also

plot_intensity()