PairwiseZeroZero2

Shape parameter. Should be positive.

alpha

Latent Gamma scale parameter. Should be positive.

beta

Exceedance probability parameter. Should be positive.

kappa

Difference area between times <code>t1</code> and <code>t2</code>.

Intersection area between times <code>t1</code> and <code>t2</code>.

Difference area between times <code>t2</code> and <code>t1</code>.

Computes second 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>) .

PairwiseZeroZero2: Computes second part of latent trawl pairwise likelihood with `(x,y) = (0,0)`.

Description

Usage

Arguments

Value