gpdN.temstat {mev} | R Documentation |
Tangent exponential model statistics for the generalized Pareto distribution (mean of maximum of N exceedances parametrization)
Description
Vector implementing conditioning on approximate ancillary statistics for the TEM
Usage
gpdN.Vfun(par, dat, N)
gpdN.phi(par, dat, N, V)
gpdN.dphi(par, dat, N, V)
Arguments
par |
vector of length 2 containing |
dat |
sample vector |
N |
block size for threshold exceedances. |
V |
vector calculated by |
See Also
[Package mev version 1.17 Index]