.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