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R/fbgpd.R
In mgpd: mgpd: Functions for multivariate generalized Pareto distribution (MGPD of Type II)
Defines functions
fbgpd
Documented in
fbgpd
fbgpd <-
function(initpar,dat,model="log",fixed=FALSE,control=list(maxit=50000),psi=3,...)
{
est = optim(initpar,bgpd_maxlik,dat=dat,model=model,control=control,fixed=fixed,psi=psi)
if(fixed==TRUE) est$par[1]=0
est
}
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mgpd documentation built on May 2, 2019, 9:39 a.m.
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Defines functions fbgpd
Documented in fbgpd
fbgpd <-
function(initpar,dat,model="log",fixed=FALSE,control=list(maxit=50000),psi=3,...)
{
est = optim(initpar,bgpd_maxlik,dat=dat,model=model,control=control,fixed=fixed,psi=psi)
if(fixed==TRUE) est$par[1]=0
est
}
Try the mgpd package in your browser
Any scripts or data that you put into this service are public.
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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