PairwiseZeroZero: Computes latent trawl pairwise likelihood with '(x,y) =...

In ev.trawl: Extreme Value Trawls

Description

Computes latent trawl pairwise likelihood with (x,y) = (0,0) for Exponential Trawl funciton.

Usage

PairwiseZeroZero(alpha, beta, kappa, B1, B2, B3, transformation = F,
  n.moments = 0)

Arguments

alpha	Shape parameter. Should be positive.
beta	Latent Gamma scale parameter. Should be positive.
kappa	Exceedance probability parameter. Should be positive.
B1	Difference area between times t1 and t2.
B2	Intersection area between times t1 and t2.
B3	Difference area between times t2 and t1.
transformation	Boolean to use the Marginal Transform (MT) method.
n.moments	Number of moments achieved by transformed GPD marginals, if used.

Value

Second part of latent trawl pairwise likelihood with (x,y) = (0,0).

Examples

PairwiseZeroZero(alpha = 3.2, beta = 2, kappa = 3, B1=0.3, B2=0.7, B3=0.3)

ev.trawl documentation built on May 2, 2019, 2:49 p.m.