.Joint_MLE_NHPP | R Documentation |

Calculates the MLEs of the parameters (`\mu`

, `\sigma`

, `\xi`

), and joint
asymptotic covariance matrix of these MLEs over a range of thresholds as supplied by the user.

```
.Joint_MLE_NHPP(x, u = NULL, k, q1, q2 = 1, par, M)
```

`x` |
vector of data |

`u` |
optional vector of thresholds. If not supplied, then k thresholds between quantiles (q1, q2) will be used |

`k` |
number of thresholds to consider if |

`q1` |
lower quantile to consider for threshold |

`q2` |
upper quantile to consider for threshold. Default to 1 |

`par` |
starting values for the optimization |

`M` |
number of superpositions or 'blocks' / 'years' the process corresponds to.
It affects the estimation of |

a list with components

mle matrix of MLEs above the supplied thresholds; columns are (

`\mu`

,`\sigma`

,`\xi`

)Cov.all joint asymptotic covariance matrix of all MLEs

Cov.mu joint asymptotic covariance matrix of MLEs for

`\mu`

Cov.sig joint asymptotic covariance matrix of MLEs for

`\sigma`

Cov.xi joint asymptotic covariance matrix of MLEs for

`\xi`

Jennifer L. Wadsworth

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