gev.temstat: Tangent exponential model statistics for the generalized extreme value distribution

Description

Matrix of approximate ancillary statistics, sample space derivative of the log-likelihood and mixed derivative for the generalized extreme value distribution.

Usage

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gev.Vfun(par, dat)

gev.phi(par, dat, V)

gev.dphi(par, dat, V)

Arguments

par

vector of loc, scale and shape

dat

sample vector

V

vector calculated by gev.Vfun

See Also

gev


Questions? Problems? Suggestions? or email at ian@mutexlabs.com.

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