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lcopula (version 1.0.7)

.ctspecdens: Spectral density of Coles and Tawn extreme value distribution

Description

Spectral density of Coles and Tawn extreme value distribution

Usage

.ctspecdens(param, dat, transform = TRUE)

Value

the value of the log likelihood for a sample of size n

Arguments

param

vector containing the parameters \(\alpha\).

dat

matrix of pseudo-dat, of dimension \(d\)

transform

logical indicating whether parameters are on the log scale. Default to TRUE