gev.temstat: Tangent exponential model statistics for the generalized extreme value distribution
Description
Matrix of approximate ancillary statistics, sample space derivative of the
log likelihood and mixed derivative for the generalized extreme value distribution.
Usage
gev.Vfun(par, dat)gev.phi(par, dat, V)
gev.dphi(par, dat, V)
Arguments
par
vector of loc
, scale
and shape
V
vector calculated by gev.Vfun