negdirspecdens: Spectral density of scaled negative Dirichlet extreme value...

In lcopula: Liouville Copulas

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 May 29, 2024, 5:42 a.m.