lh: Calculate Log-likelihoods

In evdbayes: Bayesian Analysis in Extreme Value Theory

Calculate Log-likelihoods

Description

Calculate log-likelihoods for the gev, order statistics or point process models.

Usage

pplik(par, data, thresh, noy, trend, exact = FALSE)
gevlik(par, data, trend)
gpdlik(par, data, trend)
oslik(par, data, trend) 

Arguments

par	If trend is missing, should be a numeric vector of length three, containing the location, scale and shape parameters. If trend is not missing, should be a numeric vector of length four, containing the location intercept, scale, shape and location trend parameters, in that order.
data	For pplik, gevlik and gpdlik; a non-empty numeric vector containing the data at which the likelihood is evaluated, possibly containing missing values. For oslik; a numeric matrix (see the user's guide).
thresh	Threshold. Typically a single number or a vector of the same length as data.
noy	Number of years/periods of observations, excluding any missing values.
trend	Trend vector (optional). If given, should be the same length as data for pplik and gevlik. For oslik, should contain one value for each row of data.
exact	In general, the point process likelihood includes an approximation to an integral. If exact is TRUE, every value in trend and thresh is used for the approximation.

Details

See the user's guide.

Value

A numeric vector.

Note

These functions are essentially internal, and need not be called by the user. They are documented only because their arguments (excluding par) can be passed to posterior.

See Also

posterior, prior.prob

evdbayes documentation built on March 7, 2023, 5:34 p.m.