Delta-method standard error of the p-quantile, using the expected
(Fisher) information matrix.
Usage
gev_quantile_se(p, location, scale, shape, sample_size)
Arguments
- p
numeric vector of probabilities.
- location
location parameter \(\xi\).
- scale
scale parameter \(\alpha\) (must be positive).
- shape
shape parameter \(\kappa\).
- sample_size
the sample size the fit was based on.
Value
The standard error (a single numeric value).
Examples
gev_quantile_se(0.99, location = 10849, scale = 5745.6, shape = 0.005,
sample_size = 62)
#> [1] 5136.369