internalmleHelpers: Internal helper functions for treating MCEstimators in...

In distrMod: Object Oriented Implementation of Probability Models

Internal helper functions for treating MCEstimators in package distrMod

Description

These functions are used internally by functions MCEstimator and MLEstimator in package “distrMod”.

Usage

.negLoglikelihood(x, Distribution, ..., dropZeroDensity = TRUE)
.process.meCalcRes(res, PFam, trafo, res.name, call, asvar.fct, check.validity,
                   ..., toClass="", .withEvalAsVar = TRUE, x = NULL, nmsffx = "")
.callParamFamParameter(PFam, theta, idx, nuis, fixed)

Arguments

x	numeric; the data at which to evaluate the negative log likelihood
Distribution	an object of class Distribution; the distribution at which to evaluate the negative log likelihood
...	in case of .negLoglikelihood simply to be able to use the general calling for the criterion function; in case of .process.meCalcRes further arguments to be passed to function asvar.fct
res	a list; the return value of mleCalc or mceCalc
PFam	an object of class ParamFamily; the parametric family at which to evaluate the MCE
trafo	the trafo matrix or a function returning it or NULL
res.name	the name of the corresponding estimator
call	the original call with which the estimate was produced
asvar.fct	a function producing an asymptotic covariance matrix or NULL.
validity.check	logical: shall return parameter value be checked for validity?
theta	parameter vector
idx	indices of the main part of the component
nuis	nuisance part of the parameter
fixed	fixed part of the parameter
.withEvalAsVar	logical: shall slot asVar be evaluated (if asvar.fct is given) or just the call be returned?
dropZeroDensity	logical of length 1; shall observations with density zero be dropped? Optimizers like optim require finite values, so get problems when negative loglikelihood is evaluated.
nmsffx	character: a potential suffix to be appended to the estimator name.
toClass	character: if not "" the name of a more specific return class.

Details

.negLoglikelihood uses the log -argument of the corresponding d-slot of the distribution if available; else produces log(d(Distribution)(x)).

.process.meCalcRes processes the resulting return value list of methods mceCalc and mleCalc to give a corresponding object of class MCEstimate.

.callParamFamParameter determines by means of the family-slot parameter whether this is of a subclass of ParamFamParameter, and if so manipulates the call to generating function ParamFamParameter accordingly (such that the result has the convenient type and the convenient extra slots).

Value

negLoglikelihood	the (numeric) value of the negative log likelihood evaluated at the data and the given distribution
.get.criterion.fct	a function as described in section “details”
.process.meCalcRes	an object of class MCEstimate
.callParamFamParameter	an object of class ParamFamParameter or if necessary a corresponding subclass.

Author(s)

Peter Ruckdeschel [e-mail]

See Also

MCEstimate-class, mle-class,

distrMod documentation built on Nov. 16, 2022, 9:07 a.m.