Initial Parameter Estimates — parIni.TVGEV • NSGEV

Initial Parameter Estimates for a TVGEV model.

parIni.TVGEV(object, y = NULL)

Arguments

object: A (possibly incomplete) TVGEV object.
y: The response, by defaut the response attached to the model.

Value

A vector of initial values.

Details

The model parameters that are inverse-linked to the location parameter are found by using a linear model with a constant error variance. The initial value of the shape parameter(s) being set to zero, which correspond to Gumbel margins, we know that the expectation is approximately $\mu + 0.577 \sigma$ while the standard deviation is $\sigma \sqrt{\pi} / 6$