vcov.Renouv

Variance-covariance matrix of the estimates of a "Renouv" object.

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

vcov.Renouv function

<dl> <dt>object</dt>
<dd></dd>Object of class <code>"Renouv"</code>.
 <dt>...</dt>
<dd></dd>Not used at the time.
</dl>

Arguments

Author

Variance-covariance matrix of the estimates of a "Renouv" object.

Variance-covariance matrix of the estimates of a "Renouv" object — vcov.Renouv

<dl>

 <dt>object</dt>
<dd>

Object of class <code>"Renouv"</code>.
</dd>

 <dt>...</dt>
<dd>

Not used at the time.
</dd>

</dl>

vcov.Renouv: Variance-covariance matrix of the estimates of a "Renouv" object

Description

Usage

Value

Arguments

Author

See Also