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CompRandFld (version 1.0.3-5)

GevLogLik: Log-Likelihood of the GEV Distribution

Description

The function returns the log-likelihood value of the Generalized Extreme Value Distribution for a given set of data and parameters.

Usage

GevLogLik(data, numdata, param)

Arguments

data

A vector of extreme values.

numdata

The number of data observations.

param

The vector of GEV parameters (location, scale and shape).

Value

The log-likelihood value is returned.

References

de Haan, L. and Ferreira, A. (2006) Extreme Value Theory An Introduction. Springer Verlang, New York.