gpdN.infomat: Information matrix of the generalized Pareto distribution...
In mev: Modelling of Extreme Values
gpdN.infomat R Documentation
Information matrix of the generalized Pareto distribution (mean of maximum of N exceedances parametrization)
Description
Information matrix of the generalized Pareto distribution (mean of maximum of N exceedances parametrization)
Usage
gpdN.infomat(par, dat, N, method = c("obs", "exp"), nobs = length(dat))
Arguments
par
vector of length 2 containing z and \xi, respectively the mean excess of the maxima of N exceedances above the threshold and the shape parameter.
dat
sample vector
N
block size for threshold exceedances.
See Also
gpdN
mev documentation built on Sept. 11, 2024, 8:14 p.m.
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| gpdN.infomat | R Documentation |
Information matrix of the generalized Pareto distribution (mean of maximum of N exceedances parametrization)
Description
Information matrix of the generalized Pareto distribution (mean of maximum of N exceedances parametrization)
Usage
gpdN.infomat(par, dat, N, method = c("obs", "exp"), nobs = length(dat))
Arguments
par |
vector of length 2 containing |
dat |
sample vector |
N |
block size for threshold exceedances. |
See Also
gpdN
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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