Negative log likelihood of the generalized extreme value distribution (return levels)

Negative log likelihood of the generalized extreme value distribution (return levels)

Negative log likelihood parametrized in terms of location, log return level and shape in order to perform unconstrained optimization

Usage

gevr.ll(par, dat, p)

gevr.ll.optim(par, dat, p)

Arguments

par

vector of retlev, scale and shape

dat

sample vector

p

tail probability, corresponding to \((1-p)\)th quantile for \(z\)

See also

gevr