| checkmakeIC-methods {RobExtremes} | R Documentation |
Methods for Functions checkIC and makeIC in Package ‘RobExtremes’
Description
checkIC checks accuracy of the centering
and Fisher consistency condition of an IC, makeIC,
by centering and restandardizing warrants these conditions.
Methods
- checkIC
signature(IC="IC", L2Fam = "ParetoFamily"): To enhance accuracy, the method for"ParetoFamily"uses integration via the quantile transform, i.e.,E[h(X)]for a random variableX\sim Fwith quantil functionqis computed as\int_0^1 h(q(s))\,ds- checkIC
signature(IC="IC", L2Fam = "GParetoFamily"): As for"ParetoFamily", to enhance accuracy, the method for"GParetoFamily"uses integration via the quantile transform.- checkIC
signature(IC="IC", L2Fam = "GEVFamily"): As for"ParetoFamily", to enhance accuracy, the method for"GEVFamily"uses integration via the quantile transform.- checkIC
signature(IC="IC", L2Fam = "GEVFamilyMuUnknown"): As for"ParetoFamily", to enhance accuracy, the method for"GEVFamilyMuUnknown"uses integration via the quantile transform.- makeIC
signature(IC="IC", L2Fam = "ParetoFamily"): As with"checkIC", to enhance accuracy, the method for"makeIC"for"ParetoFamily"uses integration via the quantile transform.- makeIC
signature(IC="IC", L2Fam = "GParetoFamily"): As for"ParetoFamily", to enhance accuracy, the method for"GParetoFamily"uses integration via the quantile transform.- makeIC
signature(IC="IC", L2Fam = "GEVFamily"): As for"ParetoFamily", to enhance accuracy, the method for"GEVFamily"uses integration via the quantile transform.- makeIC
signature(IC="IC", L2Fam = "GEVFamilyMuUnknown"): As for"ParetoFamily", to enhance accuracy, the method for"GEVFamilyMuUnknown"uses integration via the quantile transform.
Author(s)
Peter Ruckdeschel peter.ruckdeschel@uni-oldenburg.de