Description Usage Arguments Value Examples
Simplified marginal (GPD) log-likelihood function under independence in the exponential trawl case.
1 | MarginalSimpleLik(values, params)
|
values |
Exceedance values. |
params |
(at least) 2-d vector for GPD parameters |
Log-likelihood of GPD distribued variables (i.e. non-zero exceedances).
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)
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