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

Description Usage Arguments Value References Examples

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).

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

`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.

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

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
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