to.alpha.2 {ExtrPatt}

Probability integral transformation

Description

Performs transformation to make all of the margins follow a Frechet distribution with tail-index alpha = 2.

Usage

to.alpha.2(data, orig = NULL)

Arguments

data

A t x n dimensional, numeric Data-matrix with t: Number of time steps and n: Number of grid points/stations

orig

If known: original distribution of data (currently implemented: 'normal' or 'gamma'), else: NULL

Value

Data-matrix of same dimension as 'data', but in Frechet-margins with tail-index 2