Values of the Quantile Functon of the Maximum over a Period of Time

Compute the quantiles of the maximum over a period of time.

qMax.TVGEV(
  object,
  p,
  date = NULL,
  psi = NULL,
  deriv = FALSE,
  hessian = FALSE,
  trace = 0,
  ...
)

Arguments

object: A TVGEV object.
p: A vector of probability values at which the quantile function 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 quantile function will be computed and returned as the "gradient" attribute of the result.
hessian: Logical, If TRUE the Hessian of the quantile function will be computed and returned as the "hessian" attribute of the result.
trace: Integer level of verbosity.
...: Not used yet.

Value

A vector of values for the quanitle function. Beside the gradient (w.r.t. the parameters) returned as the attribute named "gradient", the Hessian can also be returned as the attribute "Hessian" of the result.

Note

The quantMax method can be used to compute the quantiles and confidence intervals: delta or profile likelihood.

Caution

This function may be renamed in a future version.

References