GLmom (version 1.3.1)

nllh.glme.gev11: GLME objective function for GEV11 model (mu0, sigma0, xi optimization)

Description

GLME objective function for GEV11 model (mu0, sigma0, xi optimization)

Usage

nllh.glme.gev11(
  a,
  xdat = xdat,
  newtheta = newtheta,
  covinv = covinv,
  lcovdet = lcovdet,
  pen = pen,
  mu = mu,
  std = std,
  p = p,
  c1 = c1,
  c2 = c2
)

Value

Negative log-likelihood value.

Arguments

a

Parameter vector (mu0, sigma0, xi).

xdat

Data vector.

newtheta

Full parameter vector (mu0, mu1, sigma0, sigma1, xi).

covinv

Inverse covariance matrix.

lcovdet

Log determinant of covariance.

pen

Penalty type.

mu

Normal penalty mean.

std

Normal penalty std.

p

Beta penalty shape.

c1

Beta penalty scaling.

c2

Beta penalty limit.

Author

Yonggwan Shin, Seokkap Ko, Jihong Park, Yire Shin, Jeong-Soo Park