Observed information matrix for GEV distribution (return levels)

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Description

The information matrix is parametrized in terms of location, (1-p)th quantile and shape.

Usage

1
gevr.infomat(par, dat, p)

Arguments

par

vector of retlev, scale and shape

dat

sample vector

p

probability, corresponding to (1-p)th quantile for z

See Also

gevr

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