The information matrix is parametrized in terms of return level (\((1-p)\)th quantile), scale and shape.
gevr.infomat(par, dat, method = c("obs", "exp"), p, nobs = length(dat))
vector of retlev
, scale
and shape
sample vector
string indicating whether to use the expected ('exp'
) or the observed ('obs'
- the default) information matrix.
tail probability, corresponding to \((1-p)\)th quantile for \(z\)
integer number of observations
gevr