gevr.infomat {mev} | R Documentation |
Observed information matrix for GEV distribution (return levels)
Description
The information matrix is parametrized in terms of return level ((1-p)
th quantile), scale and shape.
Usage
gevr.infomat(par, dat, method = c("obs", "exp"), p, nobs = length(dat))
Arguments
par |
vector of |
dat |
sample vector |
method |
string indicating whether to use the expected ( |
p |
tail probability, corresponding to |
nobs |
integer number of observations |
See Also
[Package mev version 1.17 Index]