LogDensity | R Documentation |
Calculates the log density of the GB2 distribution for a single value or a vector of values. Calculates the first- and second-order partial derivatives of the log density evaluated at a single value.
logf.gb2(x, shape1, scale, shape2, shape3) dlogf.gb2(xi, shape1, scale, shape2, shape3) d2logf.gb2(xi, shape1, scale, shape2, shape3)
xi |
numeric; a data value. |
x |
numeric; a vector of data values. |
shape1 |
numeric; positive parameter. |
scale |
numeric; positive parameter. |
shape2, shape3 |
numeric; positive parameters of the Beta distribution. |
We calculate log(f(x, θ)), where f is the GB2 density with parameters shape1
= a, scale
= b,
shape2
= p and shape3
= q, θ is the parameter vector. We calculate the first- and second-order partial derivatives of log(f(x, θ)) with
respect to the parameter vector θ.
Depending on the input logf.gb2
gives the log density for a single value or a vector of values. dlogf.gb2
gives the vector of the four first-order partial derivatives of the log density and
d2logf.gb2
gives the 4 \times 4 matrix of second-order partial derivatives of the log density.
Desislava Nedyalkova
Brazauskas, V. (2002) Fisher information matrix for the Feller-Pareto distribution. Statistics & Probability Letters, 59, 159–167.
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