pp.ll: Log-likelihood of Poisson process of threshold exceedances
In mev: Modelling of Extreme Values
pp.ll R 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.
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| pp.ll | R 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 |
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 |
Value
log-likelihood of the NHPP
See Also
pp
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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