negloglikpot.m

极值理论中各种函数及图像的程序。matlab实现。

function f=negloglikpot(theta,exceedances,span,threshold),
cond1=theta(2)<=0 ;
cond2=min(1+(theta(1)*(exceedances-theta(3)))/theta(2))<=0;
%cond3=imag((1+(theta(1)*(threshold-theta(3)))/theta(2))^(-1/theta(1)))~=0;

if cond1|cond2;
        f=inf;
else
	y=log(1+(theta(1)*(exceedances-theta(3)))/theta(2));
   term3=(1/theta(1)+1)*sum(y);
   term1=span*(1+(theta(1)*(threshold-theta(3)))/theta(2))^(-1/theta(1));
   term2=length(y)*log(theta(2));
   f=term1+term2+term3;   
end   

   
        
%negloglik <- function(theta)
%	{
%		if((theta[2] <= 0) | (min(1 + (theta[1] * (exceedances - 
%			theta[3]))/theta[2]) <= 0))
%			f <- NA
%		else {
%			y <- log(1 + (theta[1] * (exceedances - theta[3
%				]))/theta[2])
%			term3 <- (1/theta[1] + 1) * sum(y)
%			term1 <- span * (1 + (theta[1] * (thresh - 
%				theta[3]))/theta[2])^(-1/theta[1])
%			term2 <- length(y) * log(theta[2])
%			f <- term1 + term2 + term3
%		}
%		f
%	}