search for: addtohil

Displaying 1 result from an estimated 1 matches for "addtohil".

Did you mean: addtohill
2007 Nov 29
2
convert an S plus file to R?
...# Computes a possible choice for the optimal k value # of the Hill estimator by minimizing estimates of # the asumptotic mean squared error (Section 4.7ii) # # Estimates can be based on the estimates of the second # order parameters gamma, b and beta obtained with the # function Hill.2oQV # # If addtoHill=TRUE then the optimal k value is added to # the plot of the Hill estimates (given the plot is available) # # If plot=TRUE then the estimates of the AMSE are plotted # as a function of k and the optimal k value is added to it "Hill.AMSE.kopt" <- function(Hill.2oQV, addtoHill=FALSE, p...