Information matrix for the r-largest observations. — rlarg.infomat • mev

The function returns the expected or observed information matrix.

Usage

rlarg.infomat(
  par,
  dat,
  method = c("obs", "exp"),
  nobs = nrow(dat),
  r = ncol(dat)
)

Arguments

par: vector of loc, scale and shape
dat: an n by r sample matrix, ordered from largest to smallest in each row
method: string indicating whether to use the expected ('exp') or the observed ('obs' - the default) information matrix.
nobs: number of observations for the expected information matrix. Default to nrow(dat) if dat is provided.
r: number of order statistics kept. Default to ncol(dat)

See also