MomEst {CompRandFld} | R Documentation |
Using the moment estimator, the function returns the parameter estimates of the generalized extreme value distribution for a given dataset of extreme values.
MomEst(data, n)
data |
A vector of extreme values. |
n |
The number of observations. |
The returned object is a list with:
location |
The location estimate. |
scale |
The scale estimate. |
shape |
The shape estimate. |
Simone Padoan, simone.padoan@unibocconi.it, http://faculty.unibocconi.it/simonepadoan; Moreno Bevilacqua, moreno.bevilacqua@uv.cl, https://sites.google.com/a/uv.cl/moreno-bevilacqua/home.
de Haan, L. and Ferreira, A. (2006) Extreme Value Theory An Introduction. Springer Verlang, New York.