logLH_HR {graphicalExtremes}R Documentation

Full censored log-likelihood of HR model

Description

Computes the full (censored) log-likelihood of HR model.

Usage

logLH_HR(data, Gamma, cens = FALSE)

Arguments

data

Numeric n \times d matrix, containing observations following a multivariate HR Pareto distribution.

Gamma

Numeric d \times d matrix, representing a variogram matrix \Gamma.

cens

Boolean. If true, then censored log-likelihood is computed. By default, cens = FALSE.

Value

Numeric. The full censored log-likelihood of HR model.


[Package graphicalExtremes version 0.3.4 Index]