neg_log_eigp {GEC} | R Documentation |
The negative log likelihood function for EIGP distribution.
Description
This function computes the negative log-likelihood for EIGP distribution.
Usage
neg_log_eigp(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 EIGP model.
Examples
neg_log_eigp(seq(1:100),2,2)
[Package GEC version 0.1.0 Index]