GevLogLik {CompRandFld} | R Documentation |
The function returns the log-likelihood value of the Generalized Extreme Value Distribution for a given set of data and parameters.
GevLogLik(data, numdata, param)
data |
A vector of extreme values. |
numdata |
The number of data observations. |
param |
The vector of GEV parameters (location, scale and shape). |
The log-likelihood value is returned.
Simone Padoan, simone.padoan@unibocconi.it, http://faculty.unibocconi.it/simonepadoan; Moreno Bevilacqua, moreno.bevilacqua@uv.cl, https://sites.google.com/a/uv.cl/moreno-bevilacqua/home.
de Haan, L. and Ferreira, A. (2006) Extreme Value Theory An Introduction. Springer Verlang, New York.