Score vector for the Poisson process of threshold exceedances

Returns the score vector of the NHPP.

Usage

pp.score(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

score vector of NHPP

See also

pp