gpde.score: Score vector for the GP distribution (expected shortfall)
In mev: Modelling of Extreme Values
gpde.score R Documentation
Score vector for the GP distribution (expected shortfall)
Description
Score vector for the GP distribution (expected shortfall)
Usage
gpde.score(par, dat, m)
Arguments
par
vector of length 2 containing e_m and \xi, respectively the expected shortfall at probability 1/(1-\alpha) 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 Sept. 11, 2024, 8:14 p.m.
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| gpde.score | R Documentation |
Score vector for the GP distribution (expected shortfall)
Description
Score vector for the GP distribution (expected shortfall)
Usage
gpde.score(par, dat, m)
Arguments
par |
vector of length 2 containing |
dat |
sample vector |
m |
number of observations of interest for return levels. See Details |
See Also
gpde
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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