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mev (version 1.17)

gevr.infomat: Observed information matrix for GEV distribution (return levels)

Description

The information matrix is parametrized in terms of return level (\((1-p)\)th quantile), scale and shape.

Usage

gevr.infomat(par, dat, method = c("obs", "exp"), p, nobs = length(dat))

Arguments

par

vector of retlev, scale and shape

dat

sample vector

method

string indicating whether to use the expected ('exp') or the observed ('obs' - the default) information matrix.

p

tail probability, corresponding to \((1-p)\)th quantile for \(z\)

nobs

integer number of observations

See Also

gevr