FullPL: Computes latent trawl FULL pairwise likelihood depending with...

In vali2noisy/ev-trawl: Extreme Value Trawls

Description

Computes latent trawl FULL pairwise likelihood depending with exponential trawl function.

Usage

FullPL(times, values, alpha, beta, kappa, rho, delta, logscale = T,
  transformation = F, trawl.function = "exp")

Arguments

times	Vector of timestamps.
values	Vector of target values.
alpha	Shape parameter. Should be positive.
beta	Latent Gamma scale parameter. Should be positive.
kappa	Exceedance probability parameter. Should be positive.
rho	Trawl parameter(s). For trawl.function="exp", it should be positive.
delta	Maximum depth of pairwise likelihood blocks. Should be positive natural integer.
logscale	Boolean to use logscale (log-likelihood). Default T.
transformation	Boolean to use the Marginal Transform (MT) method.
trawl.function	Type of trawl function that should be used. Default NA.

Value

Full latent trawl pairwise likelihood.

Examples

FullPL(times=1:10, values = seq(from=0.1, to=5, by=0.5), alpha=0.3,
  beta=2, kappa=3, rho=0.2, delta=2, T, F, "exp")

vali2noisy/ev-trawl documentation built on May 13, 2019, 4:09 a.m.