tem.corr: Bridging the singularity for higher order asymptotics
In mev: Modelling of Extreme Values
tem.corr R Documentation
Bridging the singularity for higher order asymptotics
Description
The correction factor \log(q/r)/r for the
likelihood root is unbounded in the vincinity of
the maximum likelihood estimator. The thesis of
Rongcai Li (University of Toronto, 2001)
explores different ways of bridging this
singularity, notably using asymptotic expansions.
Usage
tem.corr(fr, print.warning = FALSE)
Arguments
fr
an object of class fr
print.warning
logical; should warning message be printed? Default to FALSE
Details
The poor man's method used here consists in
fitting a robust regression to 1/q-1/r
as a function of r and using predictions
from the model to solve for q. This
approach is seemingly superior to that
previously used in spline.corr.
Value
an object of class fr, containing as additional arguments spline and a modified rstar argument.
mev documentation built on Sept. 11, 2024, 8:14 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.
| tem.corr | R Documentation |
Bridging the singularity for higher order asymptotics
Description
The correction factor \log(q/r)/r for the
likelihood root is unbounded in the vincinity of
the maximum likelihood estimator. The thesis of
Rongcai Li (University of Toronto, 2001)
explores different ways of bridging this
singularity, notably using asymptotic expansions.
Usage
tem.corr(fr, print.warning = FALSE)
Arguments
fr |
an object of class |
print.warning |
logical; should warning message be printed? Default to |
Details
The poor man's method used here consists in
fitting a robust regression to 1/q-1/r
as a function of r and using predictions
from the model to solve for q. This
approach is seemingly superior to that
previously used in spline.corr.
Value
an object of class fr, containing as additional arguments spline and a modified rstar argument.
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.