View source: R/estimation_param.R
loglik_HR | R Documentation |
Computes (censored) Huesler-Reiss log-likelihood, AIC, and BIC values.
loglik_HR(data, p = NULL, graph = NULL, Gamma, cens = FALSE)
data |
Numeric \nxd matrix. It contains observations following a multivariate HR Pareto distribution. |
p |
Numeric between 0 and 1 or |
graph |
An [ |
Gamma |
Numeric \nxd matrix. It represents a variogram matrix \eGamma. |
cens |
Boolean. If true, then censored log-likelihood is computed.
By default, |
Numeric vector c("loglik"=..., "aic"=..., "bic"=...)
with the evaluated
log-likelihood, AIC, and BIC values.
Other parameter estimation methods:
data2mpareto()
,
emp_chi()
,
emp_chi_multdim()
,
emp_vario()
,
emtp2()
,
fmpareto_HR_MLE()
,
fmpareto_graph_HR()
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