Negative log likelihood of the generalized extreme value distribution (quantile/mean of N-block maxima parametrization)

Negative log likelihood of the generalized extreme value distribution (quantile/mean of N-block maxima parametrization)

Usage

gevN.ll(par, dat, N, q = 0.5, qty = c("mean", "quantile"))

Arguments

par

vector of loc, quantile/mean of N-block maximum and shape

dat

sample vector

q

probability, corresponding to \(q\)th quantile of the N-block maximum

qty

string indicating whether to calculate the q quantile or the mean

See also

gevN