gpde.infomat: Observed information matrix for the GP distribution (expected...

Description Usage Arguments See Also

View source: R/tem.R

Description

The information matrix is parametrized in terms of rate of expected shortfall and shape

Usage

1
gpde.infomat(par, dat, m)

Arguments

par

vector of length 2 containing y_m and ξ, respectively the m-year return level and the shape parameter.

dat

sample vector

m

number of observations of interest for return levels. See Details

See Also

gpde


mev documentation built on May 30, 2017, 5:09 a.m.