Score of the profile log likelihood for the GP distribution (return levels parametrization)

Score of the profile log likelihood for the GP distribution (return levels parametrization)

Usage

gpdr.score(par, dat, m)

Arguments

par

vector of length 2 containing \(y_m\) and \(\xi\), respectively the \(m\)-year return level and the shape parameter.

dat

sample vector

m

number of observations of interest for return levels. See Details

See also

gpdr