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

## Description

internal use only

## Usage

 `1` ```pbgpd_negbilog(x, y, mar1 = c(0, 1, 0.1), mar2 = c(0, 1, 0.1), a = 1/2, b = 1/2, ...) ```

## Arguments

 `x` `y` `mar1` `mar2` `a` `b` `...`

## Details

internal use only

## Value

internal use only

## Note

internal use only

P. Rakonczai

## References

internal use only

## See Also

internal use only

## Examples

 ``` 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35``` ```##---- 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 (x, y, mar1 = c(0, 1, 0.1), mar2 = c(0, 1, 0.1), a = 1/2, b = 1/2, ...) { param = as.numeric(c(mar1, mar2, -a, -b)) mux = param[1] muy = param[4] sigx = param[2] sigy = param[5] gamx = param[3] gamy = param[6] a = param[7] b = param[8] Hxy = NULL error = FALSE if (sigx < 0 | sigy < 0 | a > 0 | b > 0) error = TRUE if (!error) { Hxy = NA c0 = log(pbvevd(c(0, 0), model = "negbilog", mar1 = c(mux, sigx, gamx), mar2 = c(muy, sigy, gamy), alpha = (-a), beta = (-b))) Hxy = -1/c0 * log(pbvevd(c(x, y), model = "negbilog", mar1 = c(mux, sigx, gamx), mar2 = c(muy, sigy, gamy), alpha = (-a), beta = (-b))/pbvevd(cbind(pmin(x, 0), pmin(y, 0)), model = "negbilog", mar1 = c(mux, sigx, gamx), mar2 = c(muy, sigy, gamy), alpha = (-a), beta = (-b))) } else stop("invalid parameter(s)") Hxy } ```

mgpd documentation built on May 30, 2017, 12:45 a.m.