asvarQBCC: Function to compute asymptotic variance of QuantileBCC...
In RobExtremes: Optimally Robust Estimation for Extreme Value Distributions
View source: R/asvarPickands.R
asvarQBCC R Documentation
Function to compute asymptotic variance of QuantileBCC estimator
Description
Function asvarQBCC computes the asymptotic (co)variance of
a QuantileBCC estimator at a Weibull model.
Usage
asvarQBCC( model, p1 = 1/3, p2 = 2/3)
Arguments
model
an object of class "ScaleShapeUnion".
p1, p2
levels of the quantiles; maximal breakdown point is achieved
for p1=p2-p1=1-p2=1/3 which is the default.
Details
All terms are analytic.
Value
A 2x2 matrix; the covariance.
Author(s)
Peter Ruckdeschel peter.ruckdeschel@uni-oldenburg.de
See Also
QuantileBCCEstimator
Examples
GP <- WeibullFamily(scale=1,shape=0.7)
asvarQBCC(GP)
asvarQBCC(GP, p1=1/4, p2= 5/8)
RobExtremes documentation built on April 12, 2025, 2:31 a.m.
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View source: R/asvarPickands.R
| asvarQBCC | R Documentation |
Function to compute asymptotic variance of QuantileBCC estimator
Description
Function asvarQBCC computes the asymptotic (co)variance of
a QuantileBCC estimator at a Weibull model.
Usage
asvarQBCC( model, p1 = 1/3, p2 = 2/3)
Arguments
model |
an object of class |
p1, p2 |
levels of the quantiles; maximal breakdown point is achieved
for |
Details
All terms are analytic.
Value
A 2x2 matrix; the covariance.
Author(s)
Peter Ruckdeschel peter.ruckdeschel@uni-oldenburg.de
See Also
QuantileBCCEstimator
Examples
GP <- WeibullFamily(scale=1,shape=0.7)
asvarQBCC(GP)
asvarQBCC(GP, p1=1/4, p2= 5/8)
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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