Log-likelihood of a Poisson-GP model object.
Arguments
- object
An object with class
"poisGP".- type
An experimental argument to make the log-likelihood comparable to that of other packages/functions. See Details.
- ...
Not used yet.
Details
Although models for block maxima and \(r\)-largest models can be
considered as special cases of a Poisson-GP model, the
log-likelihood as computed in classical Extreme-Value packages can
differ by a constant related to the observation scheme. The
argument type aims at finding the same results in the two
cases where the results can be obtained with classical packages,
namely: "POT" fits with Poisson-GP representation and
block maxima or r-largest. In the first case, this is
hopefully attained by choosing type to be "poisGP"
and in the second case by choosing type to be "PP".