intensBR {mev} | R Documentation |
Intensity function for the Brown-Resnick model
Description
The intensity function includes the normalizing constants
Usage
intensBR(tdat, Lambda, cholPrecis = NULL)
Arguments
tdat |
matrix of unit Pareto observations |
Lambda |
conditionally negative definite parameter matrix of the Huesler–Reiss model |
cholPrecis |
Cholesky root of the corresponding precision matrix |
Value
log intensity contribution
[Package mev version 1.17 Index]