Value of the Probability Density of the Maximum over a Period of Time

Compute the probability density of the maximum over a period of time.

dMax.TVGEV(
  object,
  x,
  date = NULL,
  psi = NULL,
  deriv = FALSE,
  derx = FALSE,
  ...
)

Arguments

object: A TVGEV object.
x: A vector of values at which the density is to be evaluated.
date: A vector that can be coerced to the class "Date" which defines the period of time.
psi: Optional vector of parameters. By default, the estimated vector of parameters coef(object) is used.
deriv: Logical. If TRUE the gradient of the density will be computed and returned as the "gradient" attribute of the result.
derx: Logical, If TRUE the derivative of the density w.r.t. x will be computed and returned as the "derx" attribute of the result.
...: Not used yet.

Value

A vector of values for the probability density. Beside the gradient (w.r.t. the parameters) returned as the attribute named "gradient", the derivative w.r.t. x is also returned as the attribute "derx" of the result.

Caution

This function may be renamed in a future version.

References

See the Computing Details vignette of the package for the computation of the derivatives.