Vector implementing conditioning on approximate ancillary statistics for the TEM
gpde.Vfun(par, dat, m)gpde.phi(par, dat, V, m)
gpde.dphi(par, dat, V, m)
vector of length 2 containing \(e_m\) and \(\xi\), respectively the expected shortfall at probability 1/(1-\(\alpha\)) and the shape parameter.
sample vector
number of observations of interest for return levels. See Details
vector calculated by gpde.Vfun
gpde