pp.ll {mev} | R Documentation |
Log-likelihood of Poisson process of threshold exceedances
Description
This function returns the log-likelihood of the non-homogeneous Poisson process
of exceedances above threshold u
, adjusted so that there are np
periods
of observations.
Usage
pp.ll(par, dat, u, np = 1)
Arguments
par |
vector of |
dat |
sample vector |
u |
threshold |
np |
number of periods of observations. This is a post hoc adjustment for the intensity so that the parameters of the model coincide with those of a generalized extreme value distribution with block size |
Value
log-likelihood of the NHPP
See Also
[Package mev version 1.17 Index]