.Joint_MLE_Expl {mev} | R Documentation |
Calculates the MLEs of the rate parameter, and joint asymptotic covariance matrix of these MLEs over a range of thresholds as supplied by the user.
.Joint_MLE_Expl(x, u = NULL, k, q1, q2 = 1, param)
x |
vector of data |
u |
vector of thresholds. If not supplied, then |
k |
number of thresholds to consider if u not supplied |
q1 |
lower quantile to consider for threshold |
q2 |
upper quantile to consider for threshold |
param |
character specifying |
a list with
mle vector of MLEs above the supplied thresholds
cov joint asymptotic covariance matrix of these MLEs
Jennifer L. Wadsworth