Local_LL_all: Log-likelihood, New Candidate and Directional Derivative for...

Description Usage Arguments Value Note Author(s)

Description

Computes the value of the log-likelihood function

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

a new candidate for φ via the Newton method as well as the directional derivative of φ \to L(φ) into that direction.

Usage

1
Local_LL_all(x, w, phi)

Arguments

x

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

w

Optional vector of nonnegative weights corresponding to x_m.

phi

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

Value

ll

Value L(φ) of the log-likelihood function at φ.

phi_new

New candidate for φ via the Newton-method, using the complete Hessian matrix.

dirderiv

Directional derivative of φ \to L(φ) into the direction φ_{new}.

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.