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 F
with quantil functionq
is 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