.ctspecdens {lcopula}

Spectral density of Coles and Tawn extreme value distribution

Description

Spectral density of Coles and Tawn extreme value distribution

Usage

.ctspecdens(param, dat, transform = TRUE)

Arguments

param

vector containing the parameters \alpha.

dat

matrix of pseudo-dat, of dimension d

transform

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

Value

the value of the log likelihood for a sample of size n