shape.moment: Dekkers and de Haan moment estimator for the shape
In lbelzile/mev: Modelling of Extreme Values
shape.moment R Documentation
Dekkers and de Haan moment estimator for the shape
Description
Given a sample of exceedances, compute the moment estimator of the real shape parameter.
Usage
shape.moment(xdat, k)
Arguments
xdat
vector of positive observations of length n
k
number of largest order statistics
Value
a data frame with the number of order statistics k and the shape parameter estimate shape, or a single numeric value if k is a scalar.
References
Dekkers, A.L.M. and de Haan, L. (1989). On the estimation of the extreme-value index and large quantile estimation., Annals of Statistics, 17, 1795-1833.
lbelzile/mev documentation built on Oct. 28, 2024, 5:15 a.m.
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| shape.moment | R Documentation |
Dekkers and de Haan moment estimator for the shape
Description
Given a sample of exceedances, compute the moment estimator of the real shape parameter.
Usage
shape.moment(xdat, k)
Arguments
xdat |
vector of positive observations of length |
k |
number of largest order statistics |
Value
a data frame with the number of order statistics k and the shape parameter estimate shape, or a single numeric value if k is a scalar.
References
Dekkers, A.L.M. and de Haan, L. (1989). On the estimation of the extreme-value index and large quantile estimation., Annals of Statistics, 17, 1795-1833.
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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