asvarQBCC: Function to compute asymptotic variance of QuantileBCC...

Description Usage Arguments Details Value Author(s) See Also Examples

View source: R/asvarPickands.R

Description

Function asvarQBCC computes the asymptotic (co)variance of a QuantileBCC estimator at a Weibull model.

Usage

1
asvarQBCC( model, p1 = 1/3, p2 = 2/3)

Arguments

model

an object of class "ScaleShapeUnion".

p1,p2

levels of the quantiles; maximal breakdown point is achieved for p1=p2-p1=1-p2=1/3 which is the default.

Details

All terms are analytic.

Value

A 2x2 matrix; the covariance.

Author(s)

Peter Ruckdeschel peter.ruckdeschel@uni-oldenburg.de

See Also

QuantileBCCEstimator

Examples

1
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3
GP <- WeibullFamily(scale=1,shape=0.7)
asvarQBCC(GP)
asvarQBCC(GP, p1=1/4, p2= 5/8)

RobExtremes documentation built on May 21, 2017, 12:18 a.m.

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