intensXstud: Intensity function for the extremal Student model

View source: R/mgplikelihoods.R

intensXstudR Documentation

Intensity function for the extremal Student model

Description

The intensity function includes the normalizing constants

Usage

intensXstud(tdat, df, Sigma, cholPrecis = NULL)

Arguments

tdat

matrix of unit Pareto observations

df

degrees of freedom, must be larger than 1

Sigma

scale matrix

cholPrecis

Cholesky root of the 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.