gpdr.ll {mev} | R Documentation |
Negative log likelihood of the generalized Pareto distribution (return levels)
Description
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
Usage
gpdr.ll(par, dat, m)
gpdr.ll.optim(par, dat, m)
Arguments
par |
vector of length 2 containing |
dat |
sample vector |
m |
number of observations of interest for return levels. See Details |
See Also
[Package mev version 1.17 Index]