gev_likfit: GEV likelihood function

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

GEV likelihood function

Description

Function to calculate the log-likelihood of the GEV distribution for a given set of parameters, accounting for non-stationarity

Usage

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

Arguments

theta	vector of parameters, for each of location, scale and shape (in that order)
z	vector of observed maxima
muX	model matrix for the location parameter
sigX	model matrix for the scale parameter
xiX	model matrix for the shape parameter
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_grad so it can be passed into the optim function.

Value

vector of gradients for each parameter

dannyjameswilliams/danielR documentation built on Aug. 20, 2023, 3:25 a.m.