Information matrix of the generalized extreme value distribution (quantile/mean of N-block maxima parametrization)
gevN.infomat(
par,
dat,
method = c("obs", "exp"),
qty = c("mean", "quantile"),
N,
q = 0.5,
nobs = length(dat)
)
vector of loc
, quantile/mean of N-block maximum and shape
sample vector
string indicating whether to calculate the q
quantile or the mean
probability, corresponding to \(q\)th quantile of the N
-block maximum
gevN