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