ev.trawl (version 0.1.0)

MarginalSimpleLik: Simplified marginal (GPD) log-likelihood function under independence in the exponential trawl case.

Description

Simplified marginal (GPD) log-likelihood function under independence in the exponential trawl case.

Usage

MarginalSimpleLik(values, params)

Arguments

values

Exceedance values.

params

(at least) 2-d vector for GPD parameters

Value

Log-likelihood of GPD distribued variables (i.e. non-zero exceedances).

Examples

# NOT RUN {
MarginalSimpleLik(c(2.0, 0.3, 6.15, 0, 0.31), c(2.1, 1.17, 0.52, 4.17)) # for GPD(2.1, 1.17)

# }