gpdN.ll: Negative log likelihood of the generalized Pareto...
In lbelzile/mev: Modelling of Extreme Values
gpdN.ll R Documentation
Negative log likelihood of the generalized Pareto distribution (mean of maximum of N exceedances parametrization)
Description
Negative log likelihood of the generalized Pareto distribution (mean of maximum of N exceedances parametrization)
Usage
gpdN.ll(par, dat, N)
Arguments
par
vector of length 2 containing z and \xi, respectively the mean excess of the maxima of N exceedances above the threshold and the shape parameter.
dat
sample vector
N
block size for threshold exceedances.
See Also
gpdN
lbelzile/mev documentation built on June 14, 2025, 6:40 p.m.
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| gpdN.ll | R Documentation |
Negative log likelihood of the generalized Pareto distribution (mean of maximum of N exceedances parametrization)
Description
Negative log likelihood of the generalized Pareto distribution (mean of maximum of N exceedances parametrization)
Usage
gpdN.ll(par, dat, N)
Arguments
par |
vector of length 2 containing |
dat |
sample vector |
N |
block size for threshold exceedances. |
See Also
gpdN
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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