Generates an object of class "GEVFamily"
which
represents a Generalized EV family.
1 2 3 4 
loc 
real: known/fixed threshold/location parameter 
scale 
positive real: scale parameter 
shape 
positive real: shape parameter 
of.interest 
character: which parameters, transformations are of interest. 
p 
real or NULL: probability needed for quantile and expected shortfall 
N 
real or NULL: expected frequency for expected loss 
trafo 
matrix or NULL: transformation of the parameter 
start0Est 
startEstimator — if 
withPos 
logical of length 1: Is shape restricted to positive values? 
secLevel 
a numeric of length 1: In the ideal GEV model, for each observastion Xi, the expression 1+shape(Xiloc)/scale must be positive, which in principle could be attacked by a single outlier. Hence for sample size n we allow for eps n violations, interpreting the violations as outliers. Here eps = secLevel/sqrt(n). 
withCentL2 
logical: shall L2 derivative be centered by substracting
the E()? Defaults to 
withL2derivDistr 
logical: shall the distribution of the L2 derivative
be computed? Defaults to 
..ignoreTrafo 
logical: only used internally in 
..withWarningGEV 
logical: shall warnings be issued if shape is large? 
The slots of the corresponding L2 differentiable parameteric family are filled.
Object of class "GEVFamily"
Matthias Kohl Matthias.Kohl@stamats.de
Peter Ruckdeschel peter.ruckdeschel@unioldenburg.de
Nataliya Horbenko nataliya.horbenko@itwm.fraunhofer.de
Kohl, M. (2005) Numerical Contributions to
the Asymptotic Theory of Robustness. Bayreuth: Dissertation.
M.~Kohl, P. Ruckdeschel, H.~Rieder (2010):
Infinitesimally Robust Estimation in General Smoothly Parametrized Models.
Stat. Methods Appl., 19, 333–354.
Ruckdeschel, P. and Horbenko, N. (2012): Yet another breakdown point notion: EFSBP –illustrated at scaleshape models. Metrika, 75(8), 1025–1047.
L2ParamFamilyclass
, GPareto
1 2 3  (G1 < GEVFamily())
FisherInfo(G1)
checkL2deriv(G1)

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