Description Usage Arguments Value Examples
Computes Generalised Pareto (log-)likelihood on non-zero exceedances under independence.
1 2 | MarginalGPDLikelihood(values, fixed_names, fixed_params, params,
model_vars_names, logscale = T, transformation = F, n.moments = 4)
|
values |
Vector of target values. |
fixed_names |
Vector of literal names of parameters to keep fixed. |
fixed_params |
Vector of numerical values of fixed parameters. |
params |
List of parameters. |
model_vars_names |
Vector of all parameters names in the model. |
logscale |
Logical; Default ( |
transformation |
Boolean to use the Marginal Transform (MT) method. |
n.moments |
Number of moments the transformed variables should have using the Marginal Transform (MT) method. |
Generalised Pareto (log-)likelihood on non-zero exceedances under independence.
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