intensXstud: Intensity function for the extremal Student model
In lbelzile/mgp: Multivariate generalized Pareto models
View source: R/mgplikelihoods.R
intensXstud R Documentation
Intensity function for the extremal Student model
Description
The intensity function includes the normalizing constants
Usage
intensXstud(tdat, df, Sigma, cholPrecis = NULL)
Arguments
tdat
matrix of unit Pareto observations
df
degrees of freedom, must be larger than 1
Sigma
scale matrix
cholPrecis
Cholesky root of the precision matrix solve(Sigma). Default to NULL, meaning the latter is calculated within the function
Value
log intensity contribution
lbelzile/mgp documentation built on Aug. 5, 2023, 2:34 a.m.
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.
View source: R/mgplikelihoods.R
| intensXstud | R Documentation |
Intensity function for the extremal Student model
Description
The intensity function includes the normalizing constants
Usage
intensXstud(tdat, df, Sigma, cholPrecis = NULL)
Arguments
tdat |
matrix of unit Pareto observations |
df |
degrees of freedom, must be larger than 1 |
Sigma |
scale matrix |
cholPrecis |
Cholesky root of the precision matrix |
Value
log intensity contribution
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.
Embedding an R snippet on your website
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.