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I am assuming the variable out is the output parameter. However, I don't understand what is out[1+xi*xx>0]? Can someone explain this to me? Thanks in advance, Chen dGEV <- function(x, xi, mu = 0, sigma = 1, logvalue=FALSE) { xx <- (x-mu)/sigma #use the new dGumbel which passes mu and sigma: #if (xi==0) out <- dGumbel(xx,logvalue=TRUE)-log(sigma) if (xi==0) { return(out <- dGumbel(x, mu, sigma, logvalue)); } else...

...ion(maxima) { sigma0 <- sqrt((6. * var(maxima))/pi) mu0 <- mean(maxima) - 0.57722 * sigma0 xi0 <- 0.1 theta <- c(xi0, mu0, sigma0) #10/5/2007: removed assign() for maxima.nl #10/5/2007: passed additional parameter to avoid using assign() negloglik <- function(theta, maxvalue) { -sum(dGEV(maxvalue,theta[1],theta[2],abs(theta[3]),logvalue=TRUE)); } #10/5/2007: passed additional 4th parameter which will be passed to negloglik optimfit <- optim(theta, fn=negloglik, gr=NULL, maxvalue=maxima, method="BFGS"); par.ests <- optimfit$par; if(optimfit$convergence == 0) #if co...