dirspecdens function

Spectral density of scaled Dirichlet and negative Dirichlet extreme value distributions

dirspecdens(param, dat, d, transform = TRUE)

Arguments

• param: vector containing the parameters $\alpha$ and $\rho$, in this order.
• dat: matrix of Frechet or Pareto observations, of dimension $n$ by $d$.
• d: dimension of model
• transform: logical indicating whether parameters are on the log scale. Default to TRUE

Returns

the log-likelihood for the n sample

Details

The function is provided as a wrapper and takes parameters on the log scale for $\alpha$ ($\rho$).