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gedlogl: Log-likelihood of a standardised Generalised Error Distribution (GED)

Description

Compute the log-likelihood of a standardised (zero mean, unit variance) GED with shape parameter p

Usage

gedlogl(z, p = 2)

Arguments

z

numeric vector

p

numeric value, the shape parameter

Value

• numeric, the value of the log-likelihood

See Also

gedestp

Examples

#log-likelihood of a Gaussian series:
set.seed(123)
x <- rnorm(200)
gedlogl(x, p=2)