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

View source: R/Lhat_eta.r

Lhat_etaR Documentation

Value of the Log-Likelihood Function L, where Input is in Eta-Parametrization

Description

Gives the value of

L(\phi) = \sum_{i=1}^m w_i \phi(x_i) - \int_{x_1}^{x_m} \exp(\phi(t)) dt

where \phi is parametrized via

{\bold{\eta}}({\bold{\phi}}) = \Bigl(\phi_1, \Bigl(\eta_1 + \sum_{j=2}^i (x_i-x_{i-1})\eta_i\Bigr)_{i=2}^m\Bigr).

Usage

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 {\bold{x}_m}.

eta

Some vector {\bold{\eta}} of the same length as {\bold{x}} and {\bold{w}}.

Value

Value L({\bold{\phi}}) = L({\bold{\phi}}({\bold{\eta}})) 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,
https://www.imsv.unibe.ch/about_us/staff/prof_dr_duembgen_lutz/index_eng.html


logcondens documentation built on Aug. 22, 2023, 5:06 p.m.