loglogistic6_gradient_2 | R Documentation |
Evaluate at a particular set of parameters the gradient and Hessian of the 6-parameter log-logistic function.
loglogistic6_gradient_2(x, theta)
loglogistic6_hessian_2(x, theta)
loglogistic6_gradient_hessian_2(x, theta)
x |
numeric vector at which the function is to be evaluated. |
theta |
numeric vector with the six parameters in the form
|
The 6-parameter log-logistic function f(x; theta)
is defined here as
g(x; theta) = (x^eta / (xi * x^eta + nu * phi^eta))^(1 / nu)
f(x; theta) = alpha + delta g(x; theta)
where x >= 0
, theta = c(alpha, delta, eta, phi, nu, xi)
, eta > 0
,
phi > 0
, nu > 0
, and xi > 0
.
This set of functions use a different parameterization from
link[drda]{loglogistic6_gradient}
. To avoid the non-negative
constraints of parameters, the gradient and Hessian computed here are for
the function with eta2 = log(eta)
, phi2 = log(phi)
, nu2 = log(nu)
, and
xi2 = log(xi)
.
Note that argument theta
is on the original scale and not on the log scale.
Note: The 6-parameter log-logistic function is over-parameterized and non-identifiable from data. It is available only for theoretical research.
Gradient or Hessian of the alternative parameterization evaluated at the specified point.
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.