jac: Jacobian of the transformation from generalized Pareto to...

In mev: Modelling of Extreme Values

Jacobian of the transformation from generalized Pareto to unit Pareto distribution

Description

If dat is a vector, the arguments loc, scale and shape should be numericals of length 1.

Usage

jac(dat, loc = 0, scale, shape, lambdau = 1, censored)

Arguments

dat	vector or matrix of data
loc	vector of location parameters
scale	vector of scale parameters, strictly positive
shape	shape parameter
lambdau	vector of probability of marginal threshold exceedance
censored	a matrix of logical indicating whether the observations are censored

Value

log-likelihood contribution for the Jacobian

mev documentation built on April 20, 2023, 5:10 p.m.