gpde.ll | R Documentation |
Negative log likelihood of the generalized Pareto distribution (expected shortfall)
Negative log likelihood of the generalized Pareto distribution (expected shortfall) - optimization The negative log likelihood is parametrized in terms of log expected shortfall and shape in order to perform unconstrained optimization
gpde.ll(par, dat, m)
gpde.ll.optim(par, dat, m)
par |
vector of length 2 containing |
dat |
sample vector |
m |
number of observations of interest for return levels. See Details |
gpde
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.