logLik.Renouv: Log-likelihood of a "Renouv" object

In Renext: Renewal Method for Extreme Values Extrapolation

Log-likelihood of a "Renouv" object

Description

Log-likelihood, AIC, BIC and number of observations of an object of class "Renouv".

Usage

## S3 method for class 'Renouv'
AIC(object, ..., k = 2)
## S3 method for class 'Renouv'
BIC(object, ...)
## S3 method for class 'Renouv'
logLik(object, ...)
## S3 method for class 'Renouv'
nobs(object, ...)

Arguments

object	Object of class "Renouv".
k	See AIC.
...	Not used yet.

Caution

Comparing log-likelihoods, AIC or BIC for different Renouv objects makes sense only when these share the same data and the same threshold.

Note

logLik, AIC and BIC can be used with an object of class "Renouv" which makes use of historical data. In this case, the number of observations may be misleading since a single historical observation may concern dozens of years and thus have a much greater impact on the estimation of the tail than an "ordinary" observation.

Author(s)

Yves Deville

See Also

The AIC, nobs generic functions.

Renext documentation built on Aug. 30, 2023, 1:06 a.m.