gpd.infomat: Information matrix for the generalized Pareto distribution

In mev: Modelling of Extreme Values

Information matrix for the generalized Pareto distribution

Description

The function returns the expected or observed information matrix.

Usage

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

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.
nobs	number of observations

See Also

gpd

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