R: Likelihood for vectors of componentwise maxima with...
simultoccur.l
R Documentation
Likelihood for vectors of componentwise maxima with additional information on maxima occurences
Description
Computes the likelihood for observations of vectors of componentwise maxima with additional information on maxima occurences.
The data that are used to compute componentwise maxima must belong to the maximum domain of attraction of a multivariate max-stable distribution
whose spectral random vector is Gaussian, Log-normal or has a
clustered copula distribution.
Usage
simultoccur.l(data,occur,ln=FALSE,...)
Arguments
data
a matrix representing the data. Each column corresponds to one observation of a vector of
componentwise maxima.
occur
a matrix representing the data. Each column corresponds to one observation of a vector that
gives which componentwise maxima occur simultaneously.
ln
logical. If TRUE log-density is computed.
...
further arguments to be passed to mubz.* function
(where * stands for the category
of the model). In particular, category is a character string
indicating
the model to be used:
"normal", "lnormal" or "copula", and
params gives the values of the
parameters for which the likelihood is computed.
R version 3.3.1 (2016-06-21) -- "Bug in Your Hair"
Copyright (C) 2016 The R Foundation for Statistical Computing
Platform: x86_64-pc-linux-gnu (64-bit)
R is free software and comes with ABSOLUTELY NO WARRANTY.
You are welcome to redistribute it under certain conditions.
Type 'license()' or 'licence()' for distribution details.
R is a collaborative project with many contributors.
Type 'contributors()' for more information and
'citation()' on how to cite R or R packages in publications.
Type 'demo()' for some demos, 'help()' for on-line help, or
'help.start()' for an HTML browser interface to help.
Type 'q()' to quit R.
> library(HiDimMaxStable)
Loading required package: copula
> png(filename="/home/ddbj/snapshot/RGM3/R_CC/result/HiDimMaxStable/simultoccur.l.Rd_%03d_medium.png", width=480, height=480)
> ### Name: simultoccur.l
> ### Title: Likelihood for vectors of componentwise maxima with additional
> ### information on maxima occurences
> ### Aliases: simultoccur.l
>
> ### ** Examples
>
> ## No test:
> raw.data<-rCMS(copulas=c(copClayton,copGumbel),
+ margins=c(marginLnorm,marginFrechet),
+ classes=c(rep(1,3),rep(2,3)),
+ params=c(0.5,1,1.5,1.7),n=20)
>
> data<-maxblocks(raw.data,n.blocks=3)
>
> d<-simultoccur.l(data$normalized.max,occur=data$classes.max,
+ params=c(0.5,1,1.5,1.7),
+ category="copula",
+ copulas=c(copClayton,copGumbel),
+ margins=c(marginLnorm,marginFrechet),
+ classes=c(rep(1,3),rep(2,3)))
> ## End(No test)
>
>
>
>
>
> dev.off()
null device
1
>
providing 
.