likbgev: Log likelihood function for the bimodal GEV distribution.

In bgev: Bimodal GEV Distribution with Location Parameter

Log likelihood function for the bimodal GEV distribution.

Description

Uses the density function to evaluate the likelihood. This is useful for the 'bgev.mle' function.

Usage

likbgev(y, theta = c(1, 1, 0.3, 2))

Arguments

y	a unidimensional vector containing the points to compute the log likelihood
theta	bimodal GEV parameters as an ordered pair theta = (mu,sigma,xi,delta)

Value

a unidimensional vector containing the computed log likelihood for y.

Author(s)

Cira Otiniano Author [aut], Yasmin Lirio Author [aut], Thiago Sousa Developer [cre]

References

Otiniano, Cira EG, et al. (2023). A bimodal model for extremes data. Environmental and Ecological Statistics, 1-28. http://dx.doi.org/10.1007/s10651-023-00566-7

Examples

# get random points from bimodal GEV
y = rbgev(100, mu = 1, sigma = 1, xi = 0.3, delta = 2)

# compute log-likelihood
likbgev (y, theta = c(1, 1, 0.3, 2)) 

bgev documentation built on May 29, 2024, 1:17 a.m.