Lhat_eta: Value of the Log-Likelihood Function L, where Input is in...

Description Usage Arguments Value Note Author(s)

Description

Gives the value of

L(φ) = ∑_{i=1}^m w_i φ(x_i) - int_{x_1}^{x_m} exp(φ(t)) dt

where φ is parametrized via

η(φ) = (φ_1, (η_1 + ∑_{j=2}^i (x_i-x_{i-1})η_i)_{i=2}^m).

Usage

1
Lhat_eta(x, w, eta)

Arguments

x

Vector of independent and identically distributed numbers, with strictly increasing entries.

w

Optional vector of nonnegative weights corresponding to x_m.

eta

Some vector η of the same length as x and w.

Value

Value L(φ) = L(φ(η)) of the log-likelihood function is returned.

Note

This function is not intended to be invoked by the end user.

Author(s)

Kaspar Rufibach, kaspar.rufibach@gmail.com,
http://www.kasparrufibach.ch

Lutz Duembgen, duembgen@stat.unibe.ch,
http://www.imsv.unibe.ch/about_us/staff/prof_dr_duembgen_lutz/index_eng.html


logcondens documentation built on May 2, 2019, 6:11 a.m.