Learn R Programming

evdbayes (version 1.1-3)

lh: Calculate Log-likelihoods

Description

Calculate log-likelihoods for the gev, order statistics or point process models.

Usage

pplik(par, data, thresh, noy, trend, exact = FALSE)
gevlik(par, data, trend)
gpdlik(par, data, trend)
oslik(par, data, trend)

Value

A numeric vector.

Arguments

par

If trend is missing, should be a numeric vector of length three, containing the location, scale and shape parameters. If trend is not missing, should be a numeric vector of length four, containing the location intercept, scale, shape and location trend parameters, in that order.

data

For pplik, gevlik and gpdlik; a non-empty numeric vector containing the data at which the likelihood is evaluated, possibly containing missing values. For oslik; a numeric matrix (see the user's guide).

thresh

Threshold. Typically a single number or a vector of the same length as data.

noy

Number of years/periods of observations, excluding any missing values.

trend

Trend vector (optional). If given, should be the same length as data for pplik and gevlik. For oslik, should contain one value for each row of data.

exact

In general, the point process likelihood includes an approximation to an integral. If exact is TRUE, every value in trend and thresh is used for the approximation.

Details

See the user's guide.

See Also

posterior, prior.prob