lFTG {distTails} | R Documentation |
FTG Log-likelihood Function
Description
This function computes the loglikelihood of the full-tail gamma with the input sample data. The expression used is:
Usage
lFTG(x, threshold, scale, shape)
Arguments
x |
Sample data. |
threshold |
Minimum value of the tail. |
scale |
Scale parameter. |
shape |
Shape parameter. |
Value
Gives the log-likelihood of the FTG. The length of the result is determined by the length of x.
References
del Castillo, Joan & Daoudi, Jalila & Serra, Isabel. (2012). The full-tails gamma distribution applied to model extreme values. ASTIN Bulletin. <doi:10.1017/asb.2017.9>.
Examples
lFTG(1,1,1,1)
[Package distTails version 0.1.2 Index]