Vector implementing conditioning on approximate ancillary statistics for the TEM
gpdN.Vfun(par, dat, N)gpdN.phi(par, dat, N, V)
gpdN.dphi(par, dat, N, V)
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.
vector calculated by gpdN.Vfun
gpdN