gev.Fscore: Firth's modified score equation for the generalized extreme...
In mev: Modelling of Extreme Values
gev.Fscore R Documentation
Firth's modified score equation for the generalized extreme value distribution
Description
Firth's modified score equation for the generalized extreme value distribution
Usage
gev.Fscore(par, dat, method = "obs")
Arguments
par
vector of loc, scale and shape
dat
sample vector
method
string indicating whether to use the expected ('exp') or the observed ('obs' - the default) information matrix.
References
Firth, D. (1993). Bias reduction of maximum likelihood estimates, Biometrika, 80(1), 27–38.
See Also
gev
mev documentation built on Sept. 11, 2024, 8:14 p.m.
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| gev.Fscore | R Documentation |
Firth's modified score equation for the generalized extreme value distribution
Description
Firth's modified score equation for the generalized extreme value distribution
Usage
gev.Fscore(par, dat, method = "obs")
Arguments
par |
vector of |
dat |
sample vector |
method |
string indicating whether to use the expected ('exp') or the observed ('obs' - the default) information matrix. |
References
Firth, D. (1993). Bias reduction of maximum likelihood estimates, Biometrika, 80(1), 27–38.
See Also
gev
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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