Maximizing prior and posterior distibutions for the location (with optional trend), scale and shape parameters under the gev, order statistics or point process models.
mposterior(init, prior, lh = c("none", "gev", "gpd", "pp", "os"),
method = c("Nelder-Mead", "BFGS", "CG", "L-BFGS-B", "SANN"),
lower = -Inf, upper = Inf, control = list(), hessian = FALSE, ...)A list. See optim.
Numeric vector of length three/four, giving the initial values for the optimization.
An object of class "evprior", constructed
using prior.prob, prior.quant or
prior.norm.
A character string specifying the likelihood; either
"gev" for gev, "gpd" for gpd, "os" for order
statistics, "pp" for Poisson process or "none" for none
(the default). The latter can be used to maximize the
prior distribution.
The method to be used. See optim.
Bounds on the variables for the "L-BFGS-B"
method. See optim.
A list of control parameters. See optim.
Logical. See optim.
Arguments to the likelihood. Should include data
unless lh is "none". Should also include thresh
and noy if lh is "pp".
Should include the vector trend if a linear trend on
the location is implemented.
See pplik for details.
pplik, posterior, prior.prob