gpdr.temstat: Tangent exponential model statistics for the generalized...
In mev: Modelling of Extreme Values
gpdr.temstat R Documentation
Tangent exponential model statistics for the generalized Pareto distribution (return level)
Description
Vector implementing conditioning on approximate ancillary statistics for the TEM
Usage
gpdr.Vfun(par, dat, m)
gpdr.phi(par, dat, V, m)
gpdr.dphi(par, dat, V, m)
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
V
vector calculated by gpdr.Vfun
See Also
gpdr
gpdr
mev documentation built on April 20, 2023, 5:10 p.m.
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.
| gpdr.temstat | R Documentation |
Tangent exponential model statistics for the generalized Pareto distribution (return level)
Description
Vector implementing conditioning on approximate ancillary statistics for the TEM
Usage
gpdr.Vfun(par, dat, m)
gpdr.phi(par, dat, V, m)
gpdr.dphi(par, dat, V, m)
Arguments
par |
vector of length 2 containing |
dat |
sample vector |
m |
number of observations of interest for return levels. See Details |
V |
vector calculated by |
See Also
gpdr
gpdr
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.
Embedding an R snippet on your website
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.