lik_mixgpd_onexi: lik_mixgpd_onexi function
In azolling/EBmodules:
Description
Usage
Arguments
Value
Description
This function computes the likelihood of a mixture of two GPD distributions with a common xi parameter
Usage
1
lik_mixgpd_onexi(param, x)
Arguments
sigma1,
parameter of the first GPD distribution
sigma2,
parameter of the second GPD distribution
xi
common shape parameter for both distributions
p
proportion of mixture of each distribution
Value
value of the likelihood
azolling/EBmodules documentation built on May 11, 2019, 5:17 p.m.
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Description Usage Arguments Value
Description
This function computes the likelihood of a mixture of two GPD distributions with a common xi parameter
Usage
1 | lik_mixgpd_onexi(param, x)
|
Arguments
sigma1, |
parameter of the first GPD distribution |
sigma2, |
parameter of the second GPD distribution |
xi |
common shape parameter for both distributions |
p |
proportion of mixture of each distribution |
Value
value of the likelihood
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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