dirspecdens: Spectral density of scaled Dirichlet and negative Dirichlet...

In lcopula: Liouville Copulas

Spectral density of scaled Dirichlet and negative Dirichlet extreme value distributions

Description

Spectral density of scaled Dirichlet and negative Dirichlet extreme value distributions

Usage

dirspecdens(param, dat, d, transform = TRUE)

Arguments

param	vector containing the parameters \alpha and \rho, in this order.
dat	matrix of Frechet or Pareto observations, of dimension n by d.
d	dimension of model
transform	logical indicating whether parameters are on the log scale. Default to TRUE

Details

The function is provided as a wrapper and takes parameters on the log scale for \alpha (\rho).

Value

the log-likelihood for the n sample

lcopula documentation built on April 21, 2023, 9:07 a.m.