GpdQuantileStdErr: Computes standard error of GPD quantile (modelA)

Description Usage Arguments

View source: R/QuantileUncertainty.R

Description

Computes standard error of GPD quantile (modelA)

Usage

1
GpdQuantileStdErr(period, estimates, u, lambda, cov)

Arguments

period

Return period

estimates

Model parameter estimates

u

threshold

lambda

Expected number of excesses per block

cov

Covariance matrix


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