pareto.neg.loglik: Evaluate GPD negative log-likelihood
In swager/semipartail: Semiparametric tail estimation
Description
Usage
Arguments
Value
Description
Evaluate GPD negative log-likelihood
Usage
1
pareto.neg.loglik(log.sigma, tail.x, gamma)
Arguments
log.sigma
log scale parameter
tail.x
the tail data to be fit
gamma
tail index of the GPD
Value
The negative log-likelihood.
swager/semipartail documentation built on May 30, 2019, 9:33 p.m.
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Description Usage Arguments Value
Description
Evaluate GPD negative log-likelihood
Usage
1 | pareto.neg.loglik(log.sigma, tail.x, gamma)
|
Arguments
log.sigma |
log scale parameter |
tail.x |
the tail data to be fit |
gamma |
tail index of the GPD |
Value
The negative log-likelihood.
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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