gevr.infomat: Observed information matrix for GEV distribution (return...

In mev: Modelling of Extreme Values

Observed information matrix for GEV distribution (return levels)

Description

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

Usage

gevr.infomat(par, dat, method = c("obs", "exp"), p, nobs = length(dat))

Arguments

par	vector of retlev, scale and shape
dat	sample vector
method	string indicating whether to use the expected ('exp') or the observed ('obs' - the default) information matrix.
p	tail probability, corresponding to (1-p)th quantile for z
nobs	integer number of observations

See Also

gevr

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