shape.pickands: Pickand's shape estimator
In lbelzile/mev: Modelling of Extreme Values
shape.pickands R Documentation
Pickand's shape estimator
Description
Given a sample of size n of positive exceedances, compute
the real shape parameter \xi based on the k largest order statistics.
Usage
shape.pickands(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
Pickands, III, J. (1975). Statistical inference using extreme order statistics. Annals of Statistics, 3, 119-131.
lbelzile/mev documentation built on June 14, 2025, 6:40 p.m.
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| shape.pickands | R Documentation |
Pickand's shape estimator
Description
Given a sample of size n of positive exceedances, compute
the real shape parameter \xi based on the k largest order statistics.
Usage
shape.pickands(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
Pickands, III, J. (1975). Statistical inference using extreme order statistics. Annals of Statistics, 3, 119-131.
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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