gevN.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
gevN.Vfun(par, dat, N, q = 0.5, qty = c("mean", "quantile"))
gevN.phi(par, dat, N, q = 0.5, qty = c("mean", "quantile"), V)
gevN.dphi(par, dat, N, q = 0.5, qty = c("mean", "quantile"), V)
Arguments
par |
vector of |
dat |
sample vector |
q |
probability, corresponding to |
qty |
string indicating whether to calculate the |
V |
vector calculated by |
See Also
[Package mev version 1.17 Index]