GetGodambeInformation: Computes the Godambe information matrix
In MartinRoth/potreg: Regional Peaks-Over-Threshold Analysis
Description
Usage
Arguments
Value
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.
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Description Usage Arguments Value
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
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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