Skip to content

Instantly share code, notes, and snippets.

Created April 30, 2017 15:39
Show Gist options
  • Star 0 You must be signed in to star a gist
  • Fork 0 You must be signed in to fork a gist
  • Save anonymous/05a5d07ca824392e3c6f97c383712f0b to your computer and use it in GitHub Desktop.
Save anonymous/05a5d07ca824392e3c6f97c383712f0b to your computer and use it in GitHub Desktop.
Fitting our data to the model initially provided \textit{maximum likelihood\footnote{The likelihood for the data given the model is
\begin{equation}
-m\log(\sigma) - (1 + \frac{1}{\xi})\sum_{i}\left[\log{\left(1 + \xi\left(\frac{z_{i} - \mu}{\sigma}\right)\right)} - \left(1 + \xi\left(\frac{z_{i} - \mu}{\sigma}\right)\right)^{-\frac{1}{\xi}} \right]\end{equation}
where $z_{i}$ are the empirical maxima.
The case $\xi = 0$ is treated as the limiting form of $G(z | \mu, \sigma, \xi\rightarrow 0)$. The likelihood is maximised with respect to the parameters $\mu$, $\sigma$, $\xi$.}}
estimates of the parameters....
Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment