This function computes
$$\lambda_{\delta, \rho}^c$$
given in Theorem 4.1 of Segers (2005) and is called by generalizedPick
.
It is not intended to be called by the user.
Kaspar Rufibach (maintainer), kaspar.rufibach@gmail.com,
http://www.kasparrufibach.ch
Samuel Mueller, samuel.muller@mq.edu.au
Kaspar Rufibach acknowledges support by the Swiss National Science Foundation SNF, http://www.snf.ch
Mueller, S. and Rufibach K. (2009). Smooth tail index estimation. J. Stat. Comput. Simul., 79, 1155--1167.
Segers, J. (2005). Generalized Pickands estimators for the extreme value index. J. Statist. Plann. Inference, 128, 381--396.
Called by generalizedPick
.