gpd.temstat {mev} | R Documentation |
Tangent exponential model statistics for the generalized Pareto distribution
Description
Matrix of approximate ancillary statistics, sample space derivative of the log likelihood and mixed derivative for the generalized Pareto distribution.
Usage
gpd.Vfun(par, dat)
gpd.phi(par, dat, V)
gpd.dphi(par, dat, V)
Arguments
par |
vector of |
dat |
sample vector |
V |
vector calculated by |
See Also
[Package mev version 1.17 Index]