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GEV log-likelihood (Coles 2001 eq. 3.7-3.9)

Source: R/evt_coles.R
morie_evt_gev_loglik.Rd

GEV log-likelihood (Coles 2001 eq. 3.7-3.9)

Usage

morie_evt_gev_loglik(x, mu, sigma, xi)

Arguments

x

sample of block maxima

mu, sigma, xi

GEV location, scale (> 0), shape

Value

scalar log-likelihood

Examples

x20 <- c(4.1, 5.3, 3.9, 6.8, 5, 4.4, 7.2, 5.9, 4.7, 6.1, 5.5,
    4, 8.3, 5.2, 4.9, 6.5, 5.7, 4.3, 7, 5.1)
morie_evt_gev_loglik(x20, 5, 1.5, 0.1)
#> [1] -33.46859