求助各们大神,下面的ests和ses分别代表什么呢?是GPD参数吗?如果是,哪个是形状参数,哪个是尺度参数呢?
$par.ests
xi beta
1.147569 76493.434066
$par.ses
xi beta
5.861822e-01 4.274128e+04
具体程序如下:
> MEplot(y)
> mod<-fit.GPD(y,threshold=120000)
> mod
$n
[1] 219
$data
[1] 167920 270000 7310640 260000 130000 399400
150000 177000 200000
[10] 150000
$threshold
[1] 120000
$p.less.thresh
[1] 0.9543379
$n.exceed
[1] 10
$type
[1] "ml"
$par.ests
xi beta
1.147569 76493.434066
$par.ses
xi beta
5.861822e-01 4.274128e+04
$varcov
[,1] [,2]
[1,] 0.3436096 -7.452542e+03
[2,] -7452.5417766 1.826817e+09
$information
[1] "observed"
$converged
[1] TRUE
$ll.max
[1] -133.9309
>