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logLik.pot

Extract Log-Likelihood


Description

Extract Log-Likelihood for object of class 'pot'

Usage

## S3 method for class 'pot'
logLik(object, ...)

Arguments

object

An object of class 'pot'. Most often, this is an object return by the fitgpd, fitbvgpd and fitmcgpd functions.

...

Other arguments to be passed to the logLik function.

Value

Standard logLik object: see logLik.

Author(s)

Mathieu Ribatet

See Also

Examples

x <- rgpd(500, 0, 1, -0.15)
fmle <- fitgpd(x, 0)
logLik(fmle)

POT

Generalized Pareto Distribution and Peaks Over Threshold

v1.1-10
GPL (>= 2)
Authors
Mathieu Ribatet [aut], Christophe Dutang [ctb,cre]
Initial release

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