# LogLikGTEF: Log-likelihood function for the generalized tick-exponential... In QBAsyDist: Asymmetric Distributions and Quantile Estimation

## Description

Log-Likelihood function \ell_n(η,φ,α,p)=\ln[L_n(η,φ,α,p)] in the generalized tick-exponential family of densities discussed in Gijbels et al. (2019b).

## Usage

 1 LogLikGTEF(y, eta, phi, alpha, p, g) 

## Arguments

 y This is a vector of quantiles. eta This is the location parameter η. phi This is the scale parameter φ. alpha This is the index parameter α. p This is the shape parameter, which must be positive. g This is the "link" function. The function g is to be differentiated. Therefore, g must be written as a function. For example, g<-function(y){log(y)} for log link function.

## Value

LogLikGAD provides the realized value of the Log-likelihood function of the generalized quantile-based asymmetric family of distributions.

## 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

 1 2 3 4 5 6 # Examples y<-rnorm(100) g_id<-function(y){y} g_log<-function(y){log(y)} LogLikGTEF(y,eta=0,phi=1,alpha=0.5,p=2,g=g_id) # For identity-link LogLikGTEF(rexp(100,0.1),eta=10,phi=1,alpha=0.5,p=2,g=g_log) # For log-link 

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