gpdN.ll {mev}R Documentation

Negative log likelihood of the generalized Pareto distribution (mean of maximum of N exceedances parametrization)

Description

Negative log likelihood of the generalized Pareto distribution (mean of maximum of N exceedances parametrization)

Usage

gpdN.ll(par, dat, N)

Arguments

par

vector of length 2 containing z and \xi, respectively the mean excess of the maxima of N exceedances above the threshold and the shape parameter.

dat

sample vector

N

block size for threshold exceedances.

See Also

gpdN


[Package mev version 1.17 Index]