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hesse
2009 Aug 20
1
Understanding R code
What is
1. par.ests <- optimfit$par
2. fisher <- hessb(negloglik, par.ests, maxvalue=maxima);
3. varcov <- solve(fisher);
4. par.ses <- sqrt(diag(varcov));
Thanks a lot,
fit.GEV <- function(maxima)
{
sigma0 <- sqrt((6. * var(maxima))/pi)
mu0 <- mean(maxima) - 0.57722 * sigma0
xi0 <- 0.1
theta <- c(xi0, mu0, sigma0)
#10/5/2007: r...