exp_ldd: The second derivative of the normalized log-likelihood
In fitdistcp: Distribution Fitting with Calibrating Priors for Commonly Used Distributions
exp_ldd R Documentation
The second derivative of the normalized log-likelihood
Description
The second derivative of the normalized log-likelihood
Usage
exp_ldd(x, v1, fd1)
Arguments
x
a vector of training data values
v1
first parameter
fd1
the fractional delta used in the numerical derivatives with respect to the parameter
Value
Square scalar matrix
fitdistcp documentation built on June 8, 2025, 1:04 p.m.
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| exp_ldd | R Documentation |
The second derivative of the normalized log-likelihood
Description
The second derivative of the normalized log-likelihood
Usage
exp_ldd(x, v1, fd1)
Arguments
x |
a vector of training data values |
v1 |
first parameter |
fd1 |
the fractional delta used in the numerical derivatives with respect to the parameter |
Value
Square scalar matrix
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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