R/ml_neglog.R

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

ml_neglog <-
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 = "neglog",mar1 = param[1:3],mar2 = param[4:6],dep  = param[7]))

if(!is.null(lik)){
    loglik    = -sum(log(lik))}

loglik
}