lambdaGenPick: Auxiliary function to compute Segers' estimator
Description
This function computes
$$\lambda_{\delta, \rho}^c$$
given in Theorem 4.1 of Segers (2005) and is called by generalizedPick.
It is not intended to be called by the user.References
Mueller, S. and Rufibach K. (2009).
Smooth tail index estimation.
J. Stat. Comput. Simul., 79, 1155--1167.
Segers, J. (2005).
Generalized Pickands estimators for the extreme value index.
J. Statist. Plann. Inference, 128, 381--396.