custom_likelihood: Likelihood function of parameters for fixed data.

In valcourgeau/gammaextremes: Univariate Extreme Values with Trawl Processes

Description

Likelihood function of parameters for fixed data.

Usage

custom_likelihood(data)

Arguments

data	Data on which to compute likelihood.

Value

Custom likelihood function of parameters.

Examples

set.seed(42)
xi <- 1.
kappa <- 9.
sigma <- 1.
n <- 1000
p_zero <- 1 - 1 / (1 + kappa)
zeroes <- stats::runif(n = n, min = 0, max = 1)
test_samples <- evir::rgpd(n = n, xi = xi, mu = 0, beta = sigma)
test_samples[which(zeroes < p_zero)] <- 0.0
cm_mle <- custom_likelihood(data = test_samples)

valcourgeau/gammaextremes documentation built on Sept. 9, 2021, 5:42 a.m.