mev (version 1.17)

gevN.temstat: 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 loc, quantile/mean of N-block maximum and shape

dat

sample vector

q

probability, corresponding to \(q\)th quantile of the N-block maximum

qty

string indicating whether to calculate the q quantile or the mean

V

vector calculated by gevN.Vfun

See Also

gevN