Generalized jackknife shape estimator

Usage

shape.genjack(xdat, k)

Arguments

xdat: vector of positive observations
k: vector of order statistics; if missing, a vector going from 10 to sample size minus one.

Value

a data frame with the number of order statistics k and the shape parameter estimate shape, or a single numeric value if k is a scalar integer.

References

Gomes, I.M., João Martins, M. and Neves, M. (2000) Alternatives to a Semi-Parametric Estimator of Parameters of Rare Events-The Jackknife Methodology. Extremes, 3, 207–229. doi:10.1023/A:1011470010228