likelihood.gradient | R Documentation |
Calculates the gradient of the negative log likelihood of the GEV or GP function.
likelihood.gradient(parameters, x.in, model = c("gev", "gpd"))
parameters |
Numerical vector containing the location, scale, and shape parameters for the GEV model or the scale and shape parameters for the GP one. |
x.in |
Time series of class xts or numerical vector containing the extreme events. |
model |
String determining whether to calculate the initial parameters of the GEV ("gev") or GP ("gpd") function. Default = "gev". |
Numerical vector containing the derivative of the negative log-likelihood in (location, scale, shape for GEV) or (scale, shape for GP) direction.
Philipp Mueller
Other optimization: fit.gev.default
,
fit.gev.list
, fit.gev.xts
,
fit.gev
, fit.gpd.default
,
fit.gpd.list
, fit.gpd.xts
,
fit.gpd
,
likelihood.augmented
,
likelihood.gradient.augmented
,
likelihood.initials
,
likelihood
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