MarginalSimpleLik: Simplified marginal (GPD) log-likelihood function under...
In vali2noisy/ev-trawl: Extreme Value Trawls
Description
Usage
Arguments
Value
Examples
Description
Simplified marginal (GPD) log-likelihood function under independence in the
exponential trawl case.
Usage
1
MarginalSimpleLik(values, params)
Arguments
values
Exceedance values.
params
(at least) 2-d vector for GPD parameters
Value
Log-likelihood of GPD distribued variables (i.e. non-zero exceedances).
Examples
1
MarginalSimpleLik(c(2.0, 0.3, 6.15, 0, 0.31), c(2.1, 1.17, 0.52, 4.17)) # for GPD(2.1, 1.17)
vali2noisy/ev-trawl documentation built on May 13, 2019, 4:09 a.m.
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Description Usage Arguments Value Examples
Description
Simplified marginal (GPD) log-likelihood function under independence in the exponential trawl case.
Usage
1 | MarginalSimpleLik(values, params)
|
Arguments
values |
Exceedance values. |
params |
(at least) 2-d vector for GPD parameters |
Value
Log-likelihood of GPD distribued variables (i.e. non-zero exceedances).
Examples
1 | MarginalSimpleLik(c(2.0, 0.3, 6.15, 0, 0.31), c(2.1, 1.17, 0.52, 4.17)) # for GPD(2.1, 1.17)
|
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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