margexc: Negative log-likelihood for marginal threshold exceedances

In lbelzile/demoroutines: Functions for 'Extremal attractor of Liouville copulas'

Description

This function handles missing values in the data matrix that create marginal only non-missingness. These are not accounted for in the pairwise likelihood routine and so are handled outside of the C++ code in a uniform fashion for each of the sub-models

Usage

margexc(margdat, u, scale, shape)

Arguments

margdat	an m by d matrix containing marginal exceedances, one per row
u	a d-vector of thresholds
scale	vector of scale parameters
shape	vector of shape parameters

Value

the negative log-likelihood

lbelzile/demoroutines documentation built on May 20, 2019, 8:28 p.m.