GEV maximum-likelihood fit (Coles 2001 sec. 3.3.2)

GEV maximum-likelihood fit (Coles 2001 sec. 3.3.2)

Usage

morie_evt_gev_mle(x)

Arguments

x

block maxima

Value

list(mu, sigma, xi, loglik, cov, n, converged)

Examples

V <- c(1, 2, 3, 4, 5, 6, 7, 8)
morie_evt_gev_mle(V)
#> $mu
#> [1] 3.917945
#> 
#> $sigma
#> [1] 2.459345
#> 
#> $xi
#> [1] -0.4819902
#> 
#> $loglik
#> [1] -17.75434
#> 
#> $cov
#>            [,1]       [,2]       [,3]
#> [1,]  1.1162497  0.1024301 -0.2750536
#> [2,]  0.1024301  0.8483816 -0.3361451
#> [3,] -0.2750536 -0.3361451  0.2162720
#> 
#> $n
#> [1] 8
#> 
#> $converged
#> [1] TRUE
#>