gpd.ll

gpd.ll.optim

vector of <code>scale</code> and <code>shape</code>

numerical tolerance for the exponential model

Function returning the density of an <code>n</code> sample from the GP distribution.
<code>gpd.ll.optim</code> returns the negative log likelihood parametrized in terms of <code>log(scale)</code> and shape
in order to perform unconstrained optimization

internal

Exact simulation from max-stable processes and multivariate extreme value distributions for various parametric models. Threshold selection methods.

Leo Belzile

Multivariate Extreme Value Distributions

Jennifer L. Wadsworth

gpd.ll: log likelihood for the generalized Pareto distribution

Description

Usage

Arguments

See Also