gevcdn.cost {GEVcdn} | R Documentation |
The generalized maximum likelihood (GML) cost function used for GEV CDN model fitting (Martins and Stedinger, 2000). Calculates the negative of the logarithm of the GML, which includes a shifted beta distribution prior for the GEV shape parameter. A normal distribution prior can also be set for the magnitude of the input-hidden layer weights, thus leading to weight penalty regularization.
gevcdn.cost(weights, x, y, n.hidden, Th, fixed, scale.min, beta.p,
beta.q, sd.norm)
weights |
weight vector of length returned by |
x |
covariate matrix with number of rows equal to the number of samples and number of columns equal to the number of variables. |
y |
column matrix of target values with number of rows equal to the number of samples. |
number of hidden nodes in the GEV CDN model. | |
Th |
hidden layer transfer function; defaults to |
fixed |
vector indicating GEV parameters to be held constant; elements chosen from |
scale.min |
minimum allowable value for the GEV scale parameter. |
beta.p |
|
beta.q |
|
sd.norm |
|
Martins, E.S. and J.R. Stedinger, 2000. Generalized maximum-likelihood generalized extreme-value quantile estimators for hydrologic data. Water Resources Research, 36: 737-744. DOI: 10.1029/1999WR900330
gevcdn.fit
, gevcdn.bag
, dgev
,
optim