R EVMIX convert pdf to uniform marginals -

i'm trying convert distribution pseudo-uniform distribution. using spd r package, easy , works expected.

 library(spd)  x <- c(rnorm(100,-1,0.7),rnorm(100,3,1))  fit<-spdfit(x,upper=0.9,lower=0.1,tailfit="gpd", kernelfit="epanech")  uniformx = pspd(x,fit)  

i want generalize extreme value modeling include threshold uncertainity. used evmix package.

 library(evmix)   x <- c(rnorm(100,-1,0.7),rnorm(100,3,1))  fit = fgkg(x, phiul = false, phiur = false, std.err = false)  pgkg(x,fit$lambda, fit$ul, fit$sigmaul, fit$xil, fit$phiul, fit$ur,   fit$sigmaur, fit$xir, fit$phiur) 

im messing somewhere.

please check out pgkg function:

help(pgkg) 

which gives syntax:

pgkg(q, kerncentres, lambda = null, ul = as.vector(quantile(kerncentres,   0.1)), sigmaul = sqrt(6 * var(kerncentres))/pi, xil = 0, phiul = true,   ur = as.vector(quantile(kerncentres, 0.9)), sigmaur = sqrt(6 *   var(kerncentres))/pi, xir = 0, phiur = true, bw = null,   kernel = "gaussian", lower.tail = true) 

you have missed kernel centres (the data), needed kernel density estimators. here corrected code:

library(evmix)  x <- c(rnorm(100,-1,0.7),rnorm(100,3,1)) fit = fgkg(x, phiul = false, phiur = false, std.err = false) prob = pgkg(x, x, fit$lambda, fit$ul, fit$sigmaul, fit$xil, fit$phiul,  fit$ur, fit$sigmaur, fit$xir, fit$phiur) hist(prob) % uniform expected