GevLogLik {CompRandFld}R Documentation

Log-Likelihood of the GEV Distribution

Description

The function returns the log-likelihood value of the Generalized Extreme Value Distribution for a given set of data and parameters.

Usage

GevLogLik(data, numdata, param)

Arguments

data

A vector of extreme values.

numdata

The number of data observations.

param

The vector of GEV parameters (location, scale and shape).

Value

The log-likelihood value is returned.

Author(s)

Simone Padoan, simone.padoan@unibocconi.it, http://faculty.unibocconi.it/simonepadoan; Moreno Bevilacqua, moreno.bevilacqua@uv.cl, https://sites.google.com/a/uv.cl/moreno-bevilacqua/home.

References

de Haan, L. and Ferreira, A. (2006) Extreme Value Theory An Introduction. Springer Verlang, New York.


[Package CompRandFld version 1.0.3-6 Index]