nllmvsnegdir: Negative log-likelihood of scaled negative Dirichlet extreme...

Description Usage Arguments Value Note

View source: R/RcppExports.R

Description

This is the workhorse with the likelihood, which transforms observations and returns the objective function value.

Usage

1
nllmvsnegdir(y, thid, N, lambda, u, alpha, rho, scale, shape)

Arguments

y

n by d matrix of observations on original scale

thid

n by d matrix of logical vector indicating whether or not a threshold exceedance was observed

N

total number of observations (not just exceedances)

lambda

vector of percentage of threshold exceedances

u

threshold (on y-scale), to be substracted from y

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

Value

the negative log-composite likelihood value

Note

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’.


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