Description Usage Arguments Value References Examples
View source: R/FTG-loglikelihood.R
This function computes the loglikelihood of the full-tail gamma with the input sample data. The expression used is:
l(x; α, σ, ρ) = -n≤ft(\logΓ(α, ρ) + \log(σ) -α \log(ρ) - \frac{α - 1}{n}∑_{i = 1}^{n}\log≤ft(1 + \frac{x_{i}}{σ}\right) + \frac{ρ}{n} ∑_{i = 1}^{n}≤ft(1 + \frac{x_{i}}{σ}\right)\right)
1 |
x |
Sample data. |
threshold |
Minimum value of the tail. |
scale |
Scale parameter. |
shape |
Shape parameter. |
Gives the log-likelihood of the FTG. The length of the result is determined by the length of x.
del Castillo, Joan & Daoudi, Jalila & Serra, Isabel. (2012). The full-tails gamma distribution applied to model extreme values. ASTIN Bulletin. <doi:10.1017/asb.2017.9>.
1 | lFTG(1,1,1,1)
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