gevN.infomat: Information matrix of the generalized extreme value...

In mev: Modelling of Extreme Values

Information matrix of the generalized extreme value distribution (quantile/mean of N-block maxima parametrization)

Description

Information matrix of the generalized extreme value distribution (quantile/mean of N-block maxima parametrization)

Usage

gevN.infomat(
  par,
  dat,
  method = c("obs", "exp"),
  qty = c("mean", "quantile"),
  N,
  q = 0.5,
  nobs = length(dat)
)

Arguments

par	vector of loc, quantile/mean of N-block maximum and shape
dat	sample vector
qty	string indicating whether to calculate the q quantile or the mean
q	probability, corresponding to qth quantile of the N-block maximum

See Also

gevN

mev documentation built on April 20, 2023, 5:10 p.m.