mev (version 1.11)

gevr.temstat: Tangent exponential model statistics for the GEV distribution (return level)

Description

Vector implementing conditioning on approximate ancillary statistics for the TEM

Canonical parameter in the local exponential family approximation

Derivative of the canonical parameter \(\phi(\theta)\) in the local exponential family approximation

Usage

gevr.Vfun(par, dat, p)
gevr.phi(par, dat, p, V)
gevr.dphi(par, dat, p, V)

Arguments

par

vector of retlev, scale and shape

dat

sample vector

p

tail probability, corresponding to \((1-p)\)th quantile for \(z\)

V

vector calculated by gevr.Vfun

See Also

gevr