Get tail registry

Get tail registry

Usage

get_tail_registry()

Value

A list of tail metadata.

Details

The tail registry records the generalized Pareto splice used by bulk-tail models. It stores the tail parameter names threshold, tail_scale, and tail_shape, together with the support each parameter must satisfy and the modeling modes the builders may assign to them.

In mathematical terms, for a threshold \(u\) the upper tail is represented with a generalized Pareto law for excesses above \(u\). Accessing this registry is useful when inspecting how the package encodes those tail parameters before model compilation.

Examples

init_kernel_registry()
tail <- get_tail_registry()
tail$params
#> [1] "threshold"  "tail_scale" "tail_shape"