mev (version 1.11)

gevN.infomat: Information matrix of the generalized extreme value distribution (quantile/mean of N-block maxima parametrization)

Description

Information matrix of the generalized extreme value distribution (quantile/mean of N-block maxima parametrization)

Usage

gevN.infomat(par, dat, method = c("obs", "exp"), qty = c("mean",
  "quantile"), N, q = 0.5, nobs = length(dat))

Arguments

par

vector of loc, quantile/mean of N-block maximum and shape

dat

sample vector

qty

string indicating whether to calculate the q quantile or the mean

q

probability, corresponding to \(q\)th quantile of the N-block maximum

See Also

gevN