gpde.score {mev} | R Documentation |
Score vector for the GP distribution (expected shortfall)
Description
Score vector for the GP distribution (expected shortfall)
Usage
gpde.score(par, dat, m)
Arguments
par |
vector of length 2 containing |
dat |
sample vector |
m |
number of observations of interest for return levels. See Details |
See Also
[Package mev version 1.17 Index]