Description Usage Arguments Value Note
This is the workhorse with the likelihood, which transforms observations and returns the objective function value.
1 | nllmvsnegdir(y, thid, N, lambda, u, alpha, rho, scale, shape)
|
y |
|
thid |
|
N |
total number of observations (not just exceedances) |
lambda |
vector of percentage of threshold exceedances |
u |
threshold (on |
alpha |
vector of parameters for the Dirichlet model |
rho |
index of regular variation parameter, in (0, \min(α)) |
scale |
vector of scale parameters |
shape |
vector of shape parameters |
the negative log-composite likelihood value
The N
argument is there mostly for cases in which function returns
observations stripped from their contribution; in such cases, the count
would otherwise be ‘incorrect’.
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