GetGodambeInformation: Computes the Godambe information matrix

Description Usage Arguments Value

View source: R/fitGpdFlex.R

Description

Computes the Godambe information matrix

Usage

1
GetGodambeInformation(data, xpar, estimate, score)

Arguments

data

Data matrix

xpar

List Covariate information

estimate

Vector of the parameter estimates

score

Closure representing the score function

Value

List with H the sensitivity matrix, J the variability matrix, and G the Godambe information


MartinRoth/potreg documentation built on May 7, 2019, 3:40 p.m.