Negative log likelihood of the generalized Pareto distribution (mean of maximum of N exceedances parametrization) — gpdN.ll • mev

Negative log likelihood of the generalized Pareto distribution (mean of maximum of N exceedances parametrization)

Usage

gpdN.ll(par, dat, N)

Arguments

par: vector of length 2 containing \(z\) and \(\xi\), respectively the mean excess of the maxima of N exceedances above the threshold and the shape parameter.
dat: sample vector
N: block size for threshold exceedances.

See also