Tangent exponential model statistics for the generalized extreme value distribution

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

dat

sample vector

V

vector calculated by gev.Vfun

See also

gev