Re: [R] Understanding R code

2009-08-20 Thread Rolf Turner
On 21/08/2009, at 3:30 PM, David Winsemius wrote: On Aug 20, 2009, at 4:31 PM, kfcnhl wrote: What is 1. par.ests <- optimfit$par Just a guess... the parameter estimates from an optimization procedure? 2. fisher <- hessb(negloglik, par.ests, maxvalue=maxima); Probably the Fisher Inf

Re: [R] Understanding R code

2009-08-20 Thread David Winsemius
On Aug 20, 2009, at 4:31 PM, kfcnhl wrote: What is 1. par.ests <- optimfit$par Just a guess... the parameter estimates from an optimization procedure? 2. fisher <- hessb(negloglik, par.ests, maxvalue=maxima); Probably the Fisher Information matrix. 3. varcov <- solve(fisher); I seem

[R] Understanding R code

2009-08-20 Thread kfcnhl
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 <