gevN.ll: Negative log likelihood of the generalized extreme value...

In mev: Modelling of Extreme Values

Negative log likelihood of the generalized extreme value distribution (quantile/mean of N-block maxima parametrization)

Description

Negative log likelihood of the generalized extreme value distribution (quantile/mean of N-block maxima parametrization)

Usage

gevN.ll(par, dat, N, q = 0.5, qty = c("mean", "quantile"))

Arguments

par	vector of loc, quantile/mean of N-block maximum and shape
dat	sample vector
q	probability, corresponding to qth quantile of the N-block maximum
qty	string indicating whether to calculate the q quantile or the mean

See Also

gevN

mev documentation built on April 20, 2023, 5:10 p.m.