jac: Jacobian of the transformation from generalized Pareto to...
In mev: Modelling of Extreme Values
View source: R/mgplikelihoods.R
jac R Documentation
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 Sept. 11, 2024, 8:14 p.m.
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View source: R/mgplikelihoods.R
| jac | R Documentation |
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
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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