Description Usage Arguments Value
This function takes as argument the parameters of the Husler-Reiss bivariate distribution and passes them to the C++ function.
1 2 |
optpar |
vector of parameters over which to optimize |
fixedpar |
vector of parameters to keep constant |
wfixed |
is vector of int with indices of data points |
numpar |
vector integer giving the length of each parameter (scale, shape, ...) |
transform |
boolean indicating whether to exp (expit for rho) the parameters for optimization |
dat |
data matrix |
thid |
logical matrix indicating whether entries exceed the marginal threshold |
N |
total sample size |
lambda |
vector of marginal rates of exceedance |
u |
vector of thresholds |
the negative log-likelihood value
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