Computes (censored) Huesler-Reiss log-likelihood, AIC, and BIC values.
Arguments
- data
Numeric \(n \times d\) matrix. It contains observations following a multivariate HR Pareto distribution.
- p
Numeric between 0 and 1 or
NULL
. IfNULL
(default), it is assumed that thedata
are already on multivariate Pareto scale. Else,p
is used as the probability in the functiondata2mpareto()
to standardize thedata
.- graph
An [
igraph::graph
] object orNULL
. Thegraph
must be undirected and connected. If no graph is specified, the complete graph is used.- Gamma
Numeric \(n \times d\) matrix. It represents a variogram matrix \(\Gamma\).
- cens
Boolean. If true, then censored log-likelihood is computed. By default,
cens = FALSE
.
Value
Numeric vector c("loglik"=..., "aic"=..., "bic"=...)
with the evaluated
log-likelihood, AIC, and BIC values.
See also
Other parameter estimation methods:
data2mpareto()
,
emp_chi()
,
emp_chi_multdim()
,
emp_vario()
,
emtp2()
,
fmpareto_HR_MLE()
,
fmpareto_graph_HR()