likelihood: Likelihood of the GEV and GP distribution

In theGreatWhiteShark/climex: Estimating Extreme Events in Climatic Time Series (using Data of the DWD)

Likelihood of the GEV and GP distribution

Description

Calculated the negative log likelihood of the GEV or GP function.

Usage

likelihood(parameters = NULL, x.in, model = c("gev", "gpd"))

Arguments

parameters	Numerical vector containing the location, scale, and shape parameters for the GEV or the scale and shape parameters for the GP. If NULL, likelihood.initials is used to determine them. Default = NULL
x.in	Time series of class xts.
model	String determining whether to calculate the initial parameters of the GEV ("gev") or GP ("gpd") function. Default = "gev"

Details

This function is only meant to work with constant parameters and no covariates. x.in is not called "x" since the call grad( func = likelihood, x = parameters, ... ) wouldn't be possible.

Value

Numerical value of the negative log likelihood.

Author(s)

Philipp Mueller

See Also

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.gradient, likelihood.initials

theGreatWhiteShark/climex documentation built on July 13, 2022, 9:11 a.m.