SinglePairPL: Computes correct latent trawl SINGLE pairwise likelihood...

In vali2noisy/ev-trawl: Extreme Value Trawls

Description

Computes correct latent trawl SINGLE pairwise likelihood depending on the values of (x1,x2) with exponential trawl function.

Usage

SinglePairPL(x1, x2, alpha, beta, kappa, B1, B2, B3, transformation = F,
  n.moments = 0)

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 finite moments for transformed marginals.

Value

SINGLE latent trawl pairwise likelihood depending on (x1,x2).

Examples

SinglePairPL(x1=0.5, x2= 0.3, alpha=0.3, beta=2, kappa=3, B1=0.3, B2=0.7, B3=0.3, FALSE)
SinglePairPL(x1=2.0, x2=1.0, alpha=-2, beta=3., kappa=3,  B1=0.3, B2=0.7, B3=0.3, TRUE)

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