Information matrix of the generalized Pareto distribution (mean of maximum of N exceedances parametrization)
gpdN.infomat(par, dat, N, method = c("obs", "exp"), nobs = length(dat))
vector of length 2 containing \(z\) and \(\xi\), respectively the mean excess of the maxima of N exceedances above the threshold and the shape parameter.
sample vector
block size for threshold exceedances.
gpdN