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.
Arguments
- par
vector of
loc
,scale
andshape
- 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
.