gpdr.infomat: Observed information matrix for GP distribution (return...

In mev: Modelling of Extreme Values

Observed information matrix for GP distribution (return levels)

Description

The information matrix is parametrized in terms of rate of m-year return level and shape

Usage

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

Arguments

par	vector of length 2 containing y_m and \xi, respectively the m-year return level and the shape parameter.
dat	sample vector
m	number of observations of interest for return levels. See Details
method	string indicating whether to use the expected ('exp') or the observed ('obs' - the default) information matrix.
nobs	number of observations

See Also

gpdr

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