neg_log_eep {GEC}

The negative log likelihood function for EEP distribution.

Description

This function computes the negative log-likelihood for EEP distribution.

Usage

neg_log_eep(y, theta, eta)

Arguments

y

n by 1 vector with all positive entries.

theta

The location parameter for the base distribution (eta = 1). The value needs to be positive.

eta

The exponent parameter. The value provided needs to be positive.

Details

neg_log_eigp

Value

This function return the negative log density of a sample item if if it follows Pareto in a EEP model.

Examples

neg_log_eep(seq(1:100),2,2)