shape.vries: de Vries shape estimator
In lbelzile/mev: Modelling of Extreme Values
shape.vries R Documentation
de Vries shape estimator
Description
Given a sample of exceedances, compute the moment estimator of the positive shape parameter using the ratio of log ratio of exceedance and it's square.
Usage
shape.vries(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
de Haan, L. and Peng, L. (1998). Comparison of tail index estimators, Statistica Neerlandica 52, 60-70.
lbelzile/mev documentation built on June 14, 2025, 6:40 p.m.
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| shape.vries | R Documentation |
de Vries shape estimator
Description
Given a sample of exceedances, compute the moment estimator of the positive shape parameter using the ratio of log ratio of exceedance and it's square.
Usage
shape.vries(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
de Haan, L. and Peng, L. (1998). Comparison of tail index estimators, Statistica Neerlandica 52, 60-70.
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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