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.