dirspecdens {lcopula}

Spectral density of scaled Dirichlet and negative Dirichlet extreme value distributions

Description

Spectral density of scaled Dirichlet and negative Dirichlet extreme value distributions

Usage

dirspecdens(param, dat, d, transform = TRUE)

Arguments

param

vector containing the parameters \alpha and \rho, in this order.

dat

matrix of Frechet or Pareto observations, of dimension n by d.

d

dimension of model

transform

logical indicating whether parameters are on the log scale. Default to TRUE

Details

The function is provided as a wrapper and takes parameters on the log scale for \alpha (\rho).

Value

the log-likelihood for the n sample