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mev (version 1.17)

intensXstud: Intensity function for the extremal Student model

Description

The intensity function includes the normalizing constants

Usage

intensXstud(tdat, df, Sigma, cholPrecis = NULL)

Value

log intensity contribution

Arguments

tdat

matrix of unit Pareto observations

df

degrees of freedom, must be larger than 1

Sigma

scale matrix

cholPrecis

Cholesky root of the precision matrix solve(Sigma). Default to NULL, meaning the latter is calculated within the function