likelihood.plot | R Documentation |
Generates three 2D slices of the likelihood of a provided time series.
likelihood.plot(time.series, location.lim = NULL, scale.lim = NULL, shape.lim = NULL, center = NULL, initial = NULL, main = NULL, true.minima = NULL)
time.series |
Data, for which the likelihood function is going to be calculated. |
location.lim |
Boundaries of the plotted likelihood region. Default = +/- 2.5 times the minimum value. |
scale.lim |
Boundaries of the plotted likelihood region. Default = +/- 2.5 times the minimum value. |
shape.lim |
Boundaries of the plotted likelihood region. Default = +/- 2.5 times the minimum value. |
center |
It set this point (3D) will be the new center of the likelihood plot. Default = NULL |
initial |
Initial parameters which can be provided for the fit of the time series. |
main |
Title for the multiplot. Default = NULL. |
true.minima |
Provide the true minima of the neg
log-likelihood function if |
The likelihood will be plotted around its optimal
value. To determine it the time series will be fitted via
fit.gev
. Its also possible to provide another
point the likelihood will be centered around using
center.
The likelihood will be calculated using the C++-based function likelihood_GEV.
returns a multiplot of planes through the negative log-likelihood of the GEV function calculated using the input time series.
Philipp Mueller
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