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This function returns the log-likelihood of the non-homogeneous Poisson process of exceedances above threshold u, adjusted so that there are np periods of observations.

Usage

pp.ll(par, dat, u, np = 1)

Arguments

par

vector of loc, scale and shape

dat

sample vector

u

threshold

np

number of periods of observations. This is a post hoc adjustment for the intensity so that the parameters of the model coincide with those of a generalized extreme value distribution with block size length(dat)/np.

Value

log-likelihood of the NHPP

See also