gpdrlgradient {extRemes} | R Documentation |
Calculate the gradient for the GPD return level for computing delta method confidence intervals.
gpdrlgradient(z, m)
z |
a list object output from the ismev function gpd.fit |
m |
the 'N*npy' return period (i.e., the actual return period for the 'N-yr' return level). May be a vector. |
Does not allow covariates in the parameter estimates. See Coles (2001) section 4.3.3, p. 82 for more information.
a '3 X np' matrix whose columns give the (three) gradient values for each return period.
Eric Gilleland
Coles S, 2001 (2nd prt, 2003). An Introduction to Statistical Modeling of Extreme Values. Springer-Verlag, London. 208pp. ISBN: 1852334592
gevrlgradient
, From the ismev
package: gpd.fit
, gpd.diag
data(rain) fit <- gpd.fit(rain, 10) gpdrlgradient( fit, m=c(10*fit$npy, 20*fit$npy, 50*fit$npy, 100*fit$npy))