PairwiseOneOne: Computes latent trawl pairwise likelihood with '(x,x)' where...

In vali2noisy/ev-trawl: Extreme Value Trawls

Description

Computes latent trawl pairwise likelihood with (x,x) where x and y positive with exponential trawl function.

Usage

PairwiseOneOne(x1, x2, alpha, beta, kappa, B1, B2, B3,
  transformation = F, n.moments = 4)

Arguments

x1	Positive value corresponding to t1.
x2	Positive value corresponding to t2.
alpha	Shape parameter. Should be positive.
beta	Latent Gamma scale parameter. Should be positive.
kappa	Exceedance probability parameter. Should be positive.
B1	Difference area between t1 and t2 (in this order).
B2	Intersection area between t1 and t2 (in this order).
B3	Difference area between t2 and t1 (in this order).
transformation	Boolean to use the Marginal Transform (MT) method.
n.moments	Number of moments achieved by transformed GPD marginals, if used.

Value

Latent trawl pairwise likelihood with (x,x) where x positive and y positive.

Examples

PairwiseOneOne(x1=0.5, x2=0.3, alpha=2, beta=3, B1 = 0.3, B2 = 0.7,
                         B3 = 0.3, kappa=3.5)

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