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

In mev: Modelling of Extreme Values

Negative log likelihood of the generalized extreme value distribution (return levels)

Description

Negative log likelihood of the generalized extreme value distribution (return levels)

Negative log likelihood parametrized in terms of location, log return level and shape in order to perform unconstrained optimization

Usage

gevr.ll(par, dat, p)

gevr.ll.optim(par, dat, p)

Arguments

par	vector of retlev, scale and shape
dat	sample vector
p	tail probability, corresponding to (1-p)th quantile for z

See Also

gevr

mev documentation built on Sept. 11, 2024, 8:14 p.m.