LRGumbel

Likelihood Ratio statistic for the Gumbel distribution vs. GEV.

Peaks Over Threshold (POT) or 'methode du renouvellement'. The
distribution for the excesses can be chosen, and heterogeneous data
(including historical data or block data) can be used in a
Maximum-Likelihood framework.

Yann Richet

Renext

Renewal Method for Extreme Values Extrapolation

LRGumbel function

<dl> <dt>x</dt>
<dd></dd>Numeric vector of sample values.
 <dt>alternative</dt>
<dd></dd>Character string describing the alternative.
</dl>

Arguments

Author

Likelihood Ratio statistic for the Gumbel distribution vs. GEV.

Likelihood Ratio statistic for Gumbel vs. GEV — LRGumbel

<dl>

 <dt>x</dt>
<dd>

Numeric vector of sample values.
</dd>

 <dt>alternative</dt>
<dd>

Character string describing the alternative.
</dd>

</dl>

LRGumbel: Likelihood Ratio statistic for Gumbel vs. GEV

Description

Usage

Value

Arguments

Author

Details

See Also