LogLikAEPD: Log-likelihood function for the quantile-based asymmetric...

In QBAsyDist: Asymmetric Distributions and Quantile Estimation

Description

Log-Likelihood function \ell_n(μ,φ,α,p)=\ln[L_n(μ,φ,α,p)] in the quantile-based asymmetric exponential power distribution (AEPD) of densities defined in Gijbels et al. (2019b).

Usage

LogLikAEPD(y, mu, phi, alpha, p)

Arguments

y	This is a vector of quantiles.
mu	This is the location parameter μ.
phi	This is the scale parameter φ.
alpha	This is the index parameter α.
p	This is the shape parameter, which must be positive.

Value

LogLikAEPD provides the realized value of the Log-likelihood function of the quantile-based asymmetric exponential power distribution.

References

Gijbels, I., Karim, R. and Verhasselt, A. (2019b). Quantile estimation in a generalized asymmetric distributional setting. To appear in Springer Proceedings in Mathematics & Statistics, Proceedings of ‘SMSA 2019’, the 14th Workshop on Stochastic Models, Statistics and their Application, Dresden, Germany, in March 6–8, 2019. Editors: Ansgar Steland, Ewaryst Rafajlowicz, Ostap Okhrin.

Examples

# Example
y<-rnorm(100)
LogLikAEPD(rexp(100,0.1),mu=10,phi=1,alpha=0.5,p=2)

QBAsyDist documentation built on Sept. 4, 2019, 1:05 a.m.