library(RTDE) ##### # (1) small example omega <- 1/2 m <- 10 n <- 100 obs <- cbind(rupareto(n), rupareto(n)) + rupareto(n) #unit Pareto transform zvalueRTDE(obs, omega, output="orig") relexcess(zvalueRTDE(obs, omega, output="orig"), m) zvalueRTDE(obs, omega, nbpoint=m, output="relexcess") #unit Frechet transform zvalueRTDE(obs, omega, output="orig", marg="ufrechet") relexcess(zvalueRTDE(obs, omega, output="orig", marg="ufrechet"), m) zvalueRTDE(obs, omega, nbpoint=m, output="relexcess", marg="ufrechet")