ParamsListFullPL: Wrapper for FullPL using a list for parameters in the...

In vali2noisy/ev-trawl: Extreme Value Trawls

Description

Wrapper for FullPL using a list for parameters in the exponential trawl case.

Usage

ParamsListFullPL(times, values, delta, params, logscale = T,
  transformation = F)

Arguments

times	Vector of timestamps.
values	Vector of target values.
delta	Maximum depth of pairwise likelihood blocks. Should be positive natural integer.
params	List of parameters.
logscale	Boolean to use logscale (log-likelihood). Default T.
transformation	Boolean to use the Marginal Transform (MT) method.

Value

Pairwise Likelihood as per FullPL using a list of parameters instead.

Examples

ParamsListFullPL(c(1,2,3,4,5), c(0, 2.3, .3, 0, 5), delta=2,
  params=list("alpha"=2,"beta"=3,"kappa"=1.5, "rho"=0.2), TRUE, FALSE)

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