intensBR: Intensity function for the Brown-Resnick model
In mev: Modelling of Extreme Values
View source: R/mgplikelihoods.R
intensBR R Documentation
Intensity function for the Brown-Resnick model
Description
The intensity function includes the normalizing constants
Usage
intensBR(tdat, Lambda, cholPrecis = NULL)
Arguments
tdat
matrix of unit Pareto observations
Lambda
conditionally negative definite parameter matrix of the Huesler–Reiss model
cholPrecis
Cholesky root of the corresponding precision matrix solve(Sigma). Default to NULL, meaning the latter is calculated within the function
Value
log intensity contribution
mev documentation built on Sept. 11, 2024, 8:14 p.m.
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View source: R/mgplikelihoods.R
| intensBR | R Documentation |
Intensity function for the Brown-Resnick model
Description
The intensity function includes the normalizing constants
Usage
intensBR(tdat, Lambda, cholPrecis = NULL)
Arguments
tdat |
matrix of unit Pareto observations |
Lambda |
conditionally negative definite parameter matrix of the Huesler–Reiss model |
cholPrecis |
Cholesky root of the corresponding precision matrix |
Value
log intensity contribution
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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