gpdr.ll {mev} | R Documentation |
Negative log likelihood of the generalized Pareto distribution (return levels)
Negative log likelihood parametrized in terms of log return level and shape in order to perform unconstrained optimization
gpdr.ll(par, dat, m)
gpdr.ll.optim(par, dat, m)
par |
vector of length 2 containing |
dat |
sample vector |
m |
number of observations of interest for return levels. See Details |