Stein_weights: Stein's vector of weights
In lbelzile/mev: Modelling of Extreme Values
Stein_weights R Documentation
Stein's vector of weights
Description
Computes a vector of decreasing weights for exceedances.
Usage
Stein_weights(n, gamma = 1)
Arguments
n
integer, sample size
gamma
positive scalar for power
Value
a vector of positive weights of length n
References
Stein, M.L. (2023). A weighted composite log-likelihood approach to parametric estimation of the extreme quantiles of a distribution. Extremes 26, 469-507 <doi:10.1007/s10687-023-00466-w>
lbelzile/mev documentation built on Oct. 28, 2024, 5:15 a.m.
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| Stein_weights | R Documentation |
Stein's vector of weights
Description
Computes a vector of decreasing weights for exceedances.
Usage
Stein_weights(n, gamma = 1)
Arguments
n |
integer, sample size |
gamma |
positive scalar for power |
Value
a vector of positive weights of length n
References
Stein, M.L. (2023). A weighted composite log-likelihood approach to parametric estimation of the extreme quantiles of a distribution. Extremes 26, 469-507 <doi:10.1007/s10687-023-00466-w>
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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