gpd.Fscore {mev} | R Documentation |
Firth's modified score equation for the generalized Pareto distribution
gpd.Fscore(par, dat, method = c("obs", "exp"))
par |
vector of |
dat |
sample vector |
method |
string indicating whether to use the expected ( |
Firth, D. (1993). Bias reduction of maximum likelihood estimates, Biometrika, 80(1), 27–38.