PairwiseZeroZero1

Shape parameter. Should be positive.

alpha

Latent Gamma scale parameter. Should be positive.

beta

Exceedance probability parameter. Should be positive.

kappa

Computes partial part of latent trawl pairwise likelihood with <code>(x,y) = (0,0)</code>.

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>) .

PairwiseZeroZero1: Computes partial part of latent trawl pairwise likelihood with `(x,y) = (0,0)`.

Description

Usage

Arguments

Value