gpd.temstat: Tangent exponential model statistics for the generalized Pareto distribution
Description
Matrix of approximate ancillary statistics, sample space derivative of the
log likelihood and mixed derivative for the generalized Pareto distribution.
Usage
gpd.Vfun(par, dat)gpd.phi(par, dat, V)
gpd.dphi(par, dat, V)
Arguments
- par
vector of scale
and shape
- dat
sample vector
- V
vector calculated by gpd.Vfun