R/ml_phineglog.R

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

ml_phineglog <-
function(param,dat,mlmax=1e+15,fixed=FALSE,...)
{

#mlmax=1e+15
#param=c(est.neglog$par,0,2)
#dat=potdata[,1:2]
#fixed=TRUE

loglik        = mlmax
lik           = NULL
x             = dat[,1]
y             = dat[,2]

if(fixed)     param[1]=0

lik           = try(dbgpd(x, y, model = "phineglog", 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
}