The function returns the expected or observed information matrix.
rlarg.infomat(
par,
dat,
method = c("obs", "exp"),
nobs = nrow(dat),
r = ncol(dat)
)vector of loc, scale and shape
an n by r sample matrix, ordered from largest to smallest in each row
string indicating whether to use the expected ('exp') or the observed ('obs' - the default) information matrix.
number of observations for the expected information matrix. Default to nrow(dat) if dat is provided.
number of order statistics kept. Default to ncol(dat)
rlarg