Description Usage Arguments Value Author(s) Examples
Computes the negative profile log-likelihood (credits to E. Gilleland and ismev package)
1 | gev.proflik(a)
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a |
is a two dimensionnal vector containing the scale and the shape parameter respectively |
the negative profile ikelihood
Antoine Pissoort, antoine.pissoort@student.uclouvain.be
1 2 3 4 5 | for(i in 1:nint) {
xp <- x[i]
opt <- optim(sol, gev.proflik)
sol <- opt$par ; v[i] <- opt$value
}
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