checkmakeIC-methods: Methods for Functions checkIC and makeIC in Package...
In RobExtremes: Optimally Robust Estimation for Extreme Value Distributions

Description Methods Author(s) See Also

checkIC checks accuracy of the centering and Fisher consistency condition of an IC, makeIC, by centering and restandardizing warrants these conditions.

checkIC: signature(IC="IC", L2Fam = "ParetoFamily"): To enhance accuracy, the method for "ParetoFamily" uses integration via the quantile transform, i.e., E[h(X)] for a random variable X~F with quantil function q is computed as integral(from=0, to=1, integrand=h(q(s)))
checkIC: signature(IC="IC", L2Fam = "GParetoFamily"): As for "ParetoFamily", to enhance accuracy, the method for "GParetoFamily" uses integration via the quantile transform.
checkIC: signature(IC="IC", L2Fam = "GEVFamily"): As for "ParetoFamily", to enhance accuracy, the method for "GEVFamily" uses integration via the quantile transform.
checkIC: signature(IC="IC", L2Fam = "GEVFamilyMuUnknown"): As for "ParetoFamily", to enhance accuracy, the method for "GEVFamilyMuUnknown" uses integration via the quantile transform.
makeIC: signature(IC="IC", L2Fam = "ParetoFamily"): As with "checkIC", to enhance accuracy, the method for "makeIC" for "ParetoFamily" uses integration via the quantile transform.
makeIC: signature(IC="IC", L2Fam = "GParetoFamily"): As for "ParetoFamily", to enhance accuracy, the method for "GParetoFamily" uses integration via the quantile transform.
makeIC: signature(IC="IC", L2Fam = "GEVFamily"): As for "ParetoFamily", to enhance accuracy, the method for "GEVFamily" uses integration via the quantile transform.
makeIC: signature(IC="IC", L2Fam = "GEVFamilyMuUnknown"): As for "ParetoFamily", to enhance accuracy, the method for "GEVFamilyMuUnknown" uses integration via the quantile transform.