fit.gev | R Documentation |
This function returns an object of class mev_gev
, with default methods for printing and quantile-quantile plots.
The default starting values are the solution of the probability weighted moments.
fit.gev( xdat, start = NULL, method = c("nlminb", "BFGS"), show = FALSE, fpar = NULL, warnSE = FALSE )
xdat |
a numeric vector of data to be fitted. |
start |
named list of starting values |
method |
string indicating the outer optimization routine for the augmented Lagrangian. One of |
show |
logical; if |
fpar |
a named list with optional fixed components |
warnSE |
logical; if |
a list containing the following components:
estimate
a vector containing the maximum likelihood estimates.
std.err
a vector containing the standard errors.
vcov
the variance covariance matrix, obtained as the numerical inverse of the observed information matrix.
method
the method used to fit the parameter.
nllh
the negative log-likelihood evaluated at the parameter estimate
.
convergence
components taken from the list returned by auglag
.
Values other than 0
indicate that the algorithm likely did not converge.
counts
components taken from the list returned by auglag
.
xdat
vector of data
xdat <- evd::rgev(n = 100) fit.gev(xdat, show = TRUE) # Example with fixed parameter fit.gev(xdat, show = TRUE, fpar = list(shape = 0))
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