negdirspecdens: Spectral density of scaled negative Dirichlet extreme value...
In lcopula: Liouville Copulas
negdirspecdens R Documentation
Spectral density of scaled negative Dirichlet extreme value distribution
Description
Spectral density of scaled negative Dirichlet extreme value distribution
Usage
negdirspecdens(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 and \rho.
Value
the log-likelihood for the n sample
lcopula documentation built on April 21, 2023, 9:07 a.m.
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| negdirspecdens | R Documentation |
Spectral density of scaled negative Dirichlet extreme value distribution
Description
Spectral density of scaled negative Dirichlet extreme value distribution
Usage
negdirspecdens(param, dat, d, transform = TRUE)
Arguments
param |
vector containing the parameters |
dat |
matrix of Frechet or Pareto observations, of dimension |
d |
dimension of model |
transform |
logical indicating whether parameters are on the log scale. Default to |
Details
The function is provided as a wrapper and takes parameters on the log scale for \alpha and \rho.
Value
the log-likelihood for the n sample
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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