logLH_HR: Full censored log-likelihood of HR model
In graphicalExtremes: Statistical Methodology for Graphical Extreme Value Models
View source: R/estimation_helpers.R
logLH_HR R Documentation
Full censored log-likelihood of HR model
Description
Computes the full (censored) log-likelihood of HR model.
Usage
logLH_HR(data, Gamma, cens = FALSE)
Arguments
data
Numeric \nxd matrix, containing
observations following a multivariate HR Pareto distribution.
Gamma
Numeric \dxd matrix, representing a variogram matrix \eGamma.
cens
Boolean. If true, then censored log-likelihood is computed.
By default, cens = FALSE.
Value
Numeric. The full censored log-likelihood of HR model.
graphicalExtremes documentation built on Nov. 14, 2023, 1:07 a.m.
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View source: R/estimation_helpers.R
| logLH_HR | R Documentation |
Full censored log-likelihood of HR model
Description
Computes the full (censored) log-likelihood of HR model.
Usage
logLH_HR(data, Gamma, cens = FALSE)
Arguments
data |
Numeric \nxd matrix, containing observations following a multivariate HR Pareto distribution. |
Gamma |
Numeric \dxd matrix, representing a variogram matrix \eGamma. |
cens |
Boolean. If true, then censored log-likelihood is computed.
By default, |
Value
Numeric. The full censored log-likelihood of HR model.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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