gev.Fscore {mev} | R Documentation |
Firth's modified score equation for the generalized extreme value distribution
Description
Firth's modified score equation for the generalized extreme value distribution
Usage
gev.Fscore(par, dat, method = "obs")
Arguments
par |
vector of |
dat |
sample vector |
method |
string indicating whether to use the expected ('exp') or the observed ('obs' - the default) information matrix. |
References
Firth, D. (1993). Bias reduction of maximum likelihood estimates, Biometrika, 80(1), 27–38.
See Also
[Package mev version 1.17 Index]