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

In logcondens: Estimate a Log-Concave Probability Density from Iid Observations

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

Usage

Local_LL(x, w, phi)

Arguments

x	Vector of independent and identically distributed numbers, with strictly increasing entries.
w	Optional vector of nonnegative weights corresponding to {\bold{x}_m}.
phi	Some vector {\bold{\phi}} of the same length as {\bold{x}} and {\bold{w}}.

Value

Value L=L({\bold{\phi}}) of the log-likelihood function is returned.

Note

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

Author(s)

Kaspar Rufibach, [e-mail],
http://www.kasparrufibach.ch

Lutz Duembgen, [e-mail],
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.