Firth's modified score equation for the generalized extreme value distribution

Firth's modified score equation for the generalized extreme value distribution

Usage

gev.Fscore(par, dat, method = "obs")

Arguments

par

vector of loc, scale and shape

dat

sample vector

method

string indicating whether to use the expected ('exp') or the observed ('obs' - the default) information matrix.

References

Firth, D. (1993). Bias reduction of maximum likelihood estimates, Biometrika, 80(1), 27–38.

See also

gev