gpd.ll {mev} | R Documentation |
Log likelihood for the generalized Pareto distribution
Description
Function returning the density of an n
sample from the GP distribution.
gpd.ll.optim
returns the negative log likelihood parametrized in terms of log(scale)
and shape
in order to perform unconstrained optimization. The function is coded in such a way that the log likelihood is infinite when \xi < -1
.
Usage
gpd.ll(par, dat, tol = 1e-05)
gpd.ll.optim(par, dat, tol = 1e-05)
Arguments
par |
vector of |
dat |
sample vector |
tol |
numerical tolerance for the exponential model |
See Also
[Package mev version 1.17 Index]