Lp: Loglikelihood of Pareto's cumulative distribution function

In genostats/tail.modeling: Estimation of small p-values

Description

Computes the loglikelihood of Pareto's cumulative distribution function for a given data set z.

Usage

Lp(u,z)

Arguments

u	Real number
z	Data set - list of real numbers

Value

Returns the value of the loglikelihood.

Author(s)

Marion

Examples

Lp(0,sort(rnorm(1e6)))

## The function is currently defined as
function (u,z)
{
  n <- length(z)
  if(u == 0)
    return( -n*(log(mean(z)) + 1) )
  k <- k_func(u,z)
  n*(log(u/k) + k - 1)
}

genostats/tail.modeling documentation built on May 12, 2019, 7:42 a.m.