MomEst: Estimation of the GEV parameters by the Method of Moments
In CompRandFld: Composite-Likelihood Based Analysis of Random Fields
Description
Usage
Arguments
Value
Author(s)
References
See Also
View source: R/Distributions.r
Description
Using the moment estimator, the function returns the parameter estimates
of the generalized extreme value distribution for a given dataset of extreme values.
Usage
1
Arguments
data
A vector of extreme values.
n
The number of observations.
Value
The returned object is a list with:
location
The location estimate.
scale
The scale estimate.
shape
The shape estimate.
Author(s)
Simone Padoan, simone.padoan@unibocconi.it,
http://faculty.unibocconi.it/simonepadoan;
Moreno Bevilacqua, moreno.bevilacqua@uv.cl,
https://sites.google.com/a/uv.cl/moreno-bevilacqua/home.
References
de Haan, L. and Ferreira, A. (2006) Extreme Value Theory An
Introduction. Springer Verlang, New York.
See Also
CompRandFld documentation built on Jan. 10, 2020, 9:08 a.m.
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Description Usage Arguments Value Author(s) References See Also
View source: R/Distributions.r
Description
Using the moment estimator, the function returns the parameter estimates of the generalized extreme value distribution for a given dataset of extreme values.
Usage
1 |
Arguments
data |
A vector of extreme values. |
n |
The number of observations. |
Value
The returned object is a list with:
location |
The location estimate. |
scale |
The scale estimate. |
shape |
The shape estimate. |
Author(s)
Simone Padoan, simone.padoan@unibocconi.it, http://faculty.unibocconi.it/simonepadoan; Moreno Bevilacqua, moreno.bevilacqua@uv.cl, https://sites.google.com/a/uv.cl/moreno-bevilacqua/home.
References
de Haan, L. and Ferreira, A. (2006) Extreme Value Theory An Introduction. Springer Verlang, New York.
See Also
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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