gpdN.infomat {mev} | R Documentation |
Information matrix of the generalized Pareto distribution (mean of maximum of N exceedances parametrization)
Description
Information matrix of the generalized Pareto distribution (mean of maximum of N exceedances parametrization)
Usage
gpdN.infomat(par, dat, N, method = c("obs", "exp"), nobs = length(dat))
Arguments
par |
vector of length 2 containing |
dat |
sample vector |
N |
block size for threshold exceedances. |
See Also
[Package mev version 1.17 Index]