gev_grad: GEV gradient function

In dannyjameswilliams/danielR: Collection of Danny's R Code

Description

Function to calculate gradient of parameters, accounting for non-stationarity

Usage

gev_grad(
  theta,
  muX,
  sigX,
  xiX,
  z,
  mulink = "identity",
  siglink = "exponential",
  xilink = "identity"
)

Arguments

theta	vector of parameters, for each of location, scale and shape (in that order)
muX	model matrix for the location parameter
sigX	model matrix for the scale parameter
xiX	model matrix for the shape parameter
z	vector of observed maxima
mulink	string describing what link function to use for the location parameter
siglink	string describing what link function to use for the scale parameter
xilink	string describing what link function to use for the shape parameter

Details

For the purposes of optimisation, this function takes the same arguments as gev_likfit so it can be passed into the optim function.

Value

vector of gradients for each parameter

dannyjameswilliams/danielR documentation built on Feb. 1, 2021, 6:39 p.m.