PairwiseOneOne1

Positive value corresponding to <code>t1</code>.

Positive value corresponding to <code>t2</code>.

Shape parameter. Should be positive.

alpha

Latent Gamma scale parameter. Should be positive.

beta

Exceedance probability parameter. Should be positive.

kappa

Difference area between <code>t1</code> and <code>t2</code> (in this order).

Intersection area between <code>t1</code> and <code>t2</code> (in this order).

Difference area between <code>t2</code> and <code>t1</code> (in this order).

Computes first term in latent trawl pairwise likelihood with <code>(x,x)</code> where <code>x</code> positive and <code>y</code> positive.

Implementation of trawl processes and an extension of such processes into a univariate latent model for extreme values.
Inference, simulation and initialization tools are available. See Noven et al. (2018) <DOI:10.21314/JEM.2018.179> which can be found on arXiv (<arXiv:1511.08190>) .

Valentin Courgeau

ev.trawl

Extreme Value Trawls

PairwiseOneOne1 function

Computes first term in latent trawl pairwise likelihood with <code>(x,x)</code> where <code>x</code> positive and <code>y</code> positive. — PairwiseOneOne1

PairwiseOneOne1: Computes first term in latent trawl pairwise likelihood with `(x,x)` where `x` positive and `y` positive.

Description

Usage

Arguments

Value