Vector implementing conditioning on approximate ancillary statistics for the TEM
gpdr.Vfun(par, dat, m)gpdr.phi(par, dat, V, m)
gpdr.dphi(par, dat, V, m)
vector of length 2 containing \(y_m\) and \(\xi\), respectively the \(m\)-year return level and the shape parameter.
sample vector
number of observations of interest for return levels. See Details
vector calculated by gpdr.Vfun
gpdr
gpdr