ml_philog: internal

In mgpd: mgpd: Functions for multivariate generalized Pareto distribution (MGPD of Type II)

Description

internal use only

Usage

ml_philog(param, dat, mlmax = 1e+15, fixed = FALSE)

Arguments

param
dat
mlmax
fixed

Details

internal use only

Value

internal use only

Note

internal use only

Author(s)

P. Rakonczai

References

internal use only

See Also

internal use only

Examples

##---- Should be DIRECTLY executable !! ----
##-- ==>  Define data, use random,
##--	or do  help(data=index)  for the standard data sets.

## The function is currently defined as
function (param, dat, mlmax = 1e+15, fixed = FALSE) 
{
    loglik = mlmax
    lik = NULL
    x = dat[, 1]
    y = dat[, 2]
    if (fixed) 
        param[1] = 0
    lik = try(dbgpd(x, y, model = "philog", mar1 = param[1:3], 
        mar2 = param[4:6], dep = param[7], asy = param[8], p = param[9]), 
        silent = TRUE)
    if (!is.null(lik)) {
        if (is.null(attr(lik, "class"))) {
            loglik = -sum(log(lik))
            if (min(1 + param[3] * (x - param[1])/param[2]) < 
                0) 
                loglik = mlmax
            if (min(1 + param[6] * (y - param[4])/param[5]) < 
                0) 
                loglik = mlmax
        }
    }
    loglik
  }

mgpd documentation built on May 2, 2019, 9:39 a.m.