intensBR: Intensity function for the Brown-Resnick model

View source: R/mgplikelihoods.R

intensBRR 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 May 29, 2024, 9:10 a.m.