intensXstud {mev} | R Documentation |
Intensity function for the extremal Student model
Description
The intensity function includes the normalizing constants
Usage
intensXstud(tdat, df, Sigma, cholPrecis = NULL)
Arguments
tdat |
matrix of unit Pareto observations |
df |
degrees of freedom, must be larger than 1 |
Sigma |
scale matrix |
cholPrecis |
Cholesky root of the precision matrix |
Value
log intensity contribution
[Package mev version 1.17 Index]