checkmakeIC-methods: Methods for Functions checkIC and makeIC in Package...

In RobExtremes: Optimally Robust Estimation for Extreme Value Distributions

Methods for Functions checkIC and makeIC in Package ‘RobExtremes’

Description

checkIC checks accuracy of the centering and Fisher consistency condition of an IC, makeIC, by centering and restandardizing warrants these conditions.

Methods

checkIC

signature(IC="IC", L2Fam = "ParetoFamily"): To enhance accuracy, the method for "ParetoFamily" uses integration via the quantile transform, i.e., E[h(X)] for a random variable X\sim F with quantil function q is computed as \int_0^1 h(q(s))\,ds

checkIC

signature(IC="IC", L2Fam = "GParetoFamily"): As for "ParetoFamily", to enhance accuracy, the method for "GParetoFamily" uses integration via the quantile transform.

checkIC

signature(IC="IC", L2Fam = "GEVFamily"): As for "ParetoFamily", to enhance accuracy, the method for "GEVFamily" uses integration via the quantile transform.

checkIC

signature(IC="IC", L2Fam = "GEVFamilyMuUnknown"): As for "ParetoFamily", to enhance accuracy, the method for "GEVFamilyMuUnknown" uses integration via the quantile transform.

makeIC

signature(IC="IC", L2Fam = "ParetoFamily"): As with "checkIC", to enhance accuracy, the method for "makeIC" for "ParetoFamily" uses integration via the quantile transform.

makeIC

signature(IC="IC", L2Fam = "GParetoFamily"): As for "ParetoFamily", to enhance accuracy, the method for "GParetoFamily" uses integration via the quantile transform.

makeIC

signature(IC="IC", L2Fam = "GEVFamily"): As for "ParetoFamily", to enhance accuracy, the method for "GEVFamily" uses integration via the quantile transform.

makeIC

signature(IC="IC", L2Fam = "GEVFamilyMuUnknown"): As for "ParetoFamily", to enhance accuracy, the method for "GEVFamilyMuUnknown" uses integration via the quantile transform.

Author(s)

Peter Ruckdeschel [e-mail]

See Also

checkIC,makeIC

RobExtremes documentation built on Feb. 12, 2024, 3:01 a.m.