.Joint_MLE_Expl {mev} | R Documentation |
Joint maximum likelihood estimation for exponential model
Description
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.
Usage
.Joint_MLE_Expl(x, u = NULL, k, q1, q2 = 1, param)
Arguments
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 |
Value
a list with
mle vector of MLEs above the supplied thresholds
cov joint asymptotic covariance matrix of these MLEs
Author(s)
Jennifer L. Wadsworth
[Package mev version 1.17 Index]