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

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