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

.ctspecdensR Documentation

Spectral density of Coles and Tawn extreme value distribution

Description

Spectral density of Coles and Tawn extreme value distribution

Usage

.ctspecdens(param, dat, transform = TRUE)

Arguments

param

vector containing the parameters \alpha.

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 April 21, 2023, 9:07 a.m.