dot-ctspecdens: Spectral density of Coles and Tawn extreme value distribution

Description Usage Arguments Value

Description

Spectral density of Coles and Tawn extreme value distribution

Usage

1
.ctspecdens(param, dat, transform = TRUE)

Arguments

param

vector containing the parameters α.

dat

matrix of pseudo-dat, of dimension d

transform

logical indicating whether parameters are on the log scale. Default to TRUE

Value

the value of the log likelihood for a sample of size n


lcopula documentation built on July 7, 2019, 1:03 a.m.