gpd.Fscore: Firth's modified score equation for the generalized Pareto...
In mev: Modelling of Extreme Values
gpd.Fscore R Documentation
Firth's modified score equation for the generalized Pareto distribution
Description
Firth's modified score equation for the generalized Pareto distribution
Usage
gpd.Fscore(par, dat, method = c("obs", "exp"))
Arguments
par
vector of scale and shape
dat
sample vector
method
string indicating whether to use the expected ('exp') or the observed ('obs' - the default) information matrix.
References
Firth, D. (1993). Bias reduction of maximum likelihood estimates, Biometrika, 80(1), 27–38.
See Also
gpd, gpd.bcor
mev documentation built on April 20, 2023, 5:10 p.m.
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| gpd.Fscore | R Documentation |
Firth's modified score equation for the generalized Pareto distribution
Description
Firth's modified score equation for the generalized Pareto distribution
Usage
gpd.Fscore(par, dat, method = c("obs", "exp"))
Arguments
par |
vector of |
dat |
sample vector |
method |
string indicating whether to use the expected ( |
References
Firth, D. (1993). Bias reduction of maximum likelihood estimates, Biometrika, 80(1), 27–38.
See Also
gpd, gpd.bcor
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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