gevN.temstat: Tangent exponential model statistics for the generalized...

In mev: Modelling of Extreme Values

Tangent exponential model statistics for the generalized Pareto distribution (mean of maximum of N exceedances parametrization)

Description

Vector implementing conditioning on approximate ancillary statistics for the TEM

Usage

gevN.Vfun(par, dat, N, q = 0.5, qty = c("mean", "quantile"))

gevN.phi(par, dat, N, q = 0.5, qty = c("mean", "quantile"), V)

gevN.dphi(par, dat, N, q = 0.5, qty = c("mean", "quantile"), V)

Arguments

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

See Also

gevN

mev documentation built on Sept. 11, 2024, 8:14 p.m.