gpd.infomat: Information matrix for the generalized Pareto distribution
Description
The function returns the expected or observed information matrix.
Usage
gpd.infomat(par, dat, method = c("obs", "exp"), nobs = length(dat))
Arguments
- par
vector of scale
and shape
- dat
sample vector
- method
string indicating whether to use the expected ('exp'
) or the observed ('obs'
- the default) information matrix.
- nobs
number of observations