gpde.temstat {mev} | R Documentation |
Tangent exponential model statistics for the generalized Pareto distribution (expected shortfall)
Description
Vector implementing conditioning on approximate ancillary statistics for the TEM
Usage
gpde.Vfun(par, dat, m)
gpde.phi(par, dat, V, m)
gpde.dphi(par, dat, V, m)
Arguments
par |
vector of length 2 containing |
dat |
sample vector |
m |
number of observations of interest for return levels. See Details |
V |
vector calculated by |
See Also
[Package mev version 1.17 Index]