gpd.infomat {mev} | R Documentation |
Information matrix for the generalized Pareto distribution
Description
The function returns the expected or observed information matrix.
Usage
gpd.infomat(par, dat, method = c("obs", "exp"), nobs = length(dat))
Arguments
par |
vector of |
dat |
sample vector |
method |
string indicating whether to use the expected ( |
nobs |
number of observations |
See Also
[Package mev version 1.17 Index]