Displaying 1 result from an estimated 1 matches for "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, pl...