ev.trawl (version 0.1.0)

PairwiseOneOne: Computes latent trawl pairwise likelihood with (x,x) where x and y positive with exponential trawl function.

Description

Computes latent trawl pairwise likelihood with (x,x) where x and y positive with exponential trawl function.

Usage

PairwiseOneOne(x1, x2, alpha, beta, kappa, B1, B2, B3,
  transformation = F, n.moments = 4)

Arguments

x1

Positive value corresponding to t1.

x2

Positive value corresponding to t2.

alpha

Shape parameter. Should be positive.

beta

Latent Gamma scale parameter. Should be positive.

kappa

Exceedance probability parameter. Should be positive.

B1

Difference area between t1 and t2 (in this order).

B2

Intersection area between t1 and t2 (in this order).

B3

Difference area between t2 and t1 (in this order).

transformation

Boolean to use the Marginal Transform (MT) method.

n.moments

Number of moments achieved by transformed GPD marginals, if used.

Value

Latent trawl pairwise likelihood with (x,x) where x positive and y positive.

Examples

# NOT RUN {
PairwiseOneOne(x1=0.5, x2=0.3, alpha=2, beta=3, B1 = 0.3, B2 = 0.7,
                         B3 = 0.3, kappa=3.5)

# }