ev.trawl (version 0.1.0)

PairwiseZeroZero: Computes latent trawl pairwise likelihood with (x,y) = (0,0) for Exponential Trawl funciton.

Description

Computes latent trawl pairwise likelihood with (x,y) = (0,0) for Exponential Trawl funciton.

Usage

PairwiseZeroZero(alpha, beta, kappa, B1, B2, B3, transformation = F,
  n.moments = 0)

Arguments

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 times t1 and t2.

B2

Intersection area between times t1 and t2.

B3

Difference area between times t2 and t1.

transformation

Boolean to use the Marginal Transform (MT) method.

n.moments

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

Value

Second part of latent trawl pairwise likelihood with (x,y) = (0,0).

Examples

# NOT RUN {
PairwiseZeroZero(alpha = 3.2, beta = 2, kappa = 3, B1=0.3, B2=0.7, B3=0.3)

# }