gpdr.ll: Negative log likelihood of the generalized Pareto...
In mev: Modelling of Extreme Values
gpdr.ll R Documentation
Negative log likelihood of the generalized Pareto distribution (return levels)
Description
Negative log likelihood of the generalized Pareto distribution (return levels)
Negative log likelihood parametrized in terms of log return level and shape in order to perform unconstrained optimization
Usage
gpdr.ll(par, dat, m)
gpdr.ll.optim(par, dat, m)
Arguments
par
vector of length 2 containing y_m and \xi, respectively the m-year return level and the shape parameter.
dat
sample vector
m
number of observations of interest for return levels. See Details
See Also
gpdr
mev documentation built on Sept. 11, 2024, 8:14 p.m.
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| gpdr.ll | R Documentation |
Negative log likelihood of the generalized Pareto distribution (return levels)
Description
Negative log likelihood of the generalized Pareto distribution (return levels)
Negative log likelihood parametrized in terms of log return level and shape in order to perform unconstrained optimization
Usage
gpdr.ll(par, dat, m)
gpdr.ll.optim(par, dat, m)
Arguments
par |
vector of length 2 containing |
dat |
sample vector |
m |
number of observations of interest for return levels. See Details |
See Also
gpdr
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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