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mev (version 1.17)

jac: Jacobian of the transformation from generalized Pareto to unit Pareto distribution

Description

If dat is a vector, the arguments loc, scale and shape should be numericals of length 1.

Usage

jac(dat, loc = 0, scale, shape, lambdau = 1, censored)

Value

log-likelihood contribution for the Jacobian

Arguments

dat

vector or matrix of data

loc

vector of location parameters

scale

vector of scale parameters, strictly positive

shape

shape parameter

lambdau

vector of probability of marginal threshold exceedance

censored

a matrix of logical indicating whether the observations are censored