pp.ll: Log-likelihood of Poisson process of threshold exceedances

View source: R/univdist.R

pp.llR Documentation

Log-likelihood of Poisson process of threshold exceedances

Description

This function returns the log-likelihood of the non-homogeneous Poisson process of exceedances above threshold u, adjusted so that there are np periods of observations.

Usage

pp.ll(par, dat, u, np = 1)

Arguments

par

vector of loc, scale and shape

dat

sample vector

u

threshold

np

number of periods of observations. This is a post hoc adjustment for the intensity so that the parameters of the model coincide with those of a generalized extreme value distribution with block size length(dat)/np.

Value

log-likelihood of the NHPP

See Also

pp


mev documentation built on Sept. 11, 2024, 8:14 p.m.