logLikelihoodMpareto_UNIs: Loglikelihood of PI with matrix-Pareto using uniformization

In matrixdist: Statistics for Matrix Distributions

Loglikelihood of PI with matrix-Pareto using uniformization

Description

Loglikelihood for a sample.

Usage

logLikelihoodMpareto_UNIs(
  h,
  alpha,
  S,
  beta,
  obs,
  weight,
  rcens,
  rcweight,
  scale1,
  scale2
)

Arguments

h	Positive parameter.
alpha	Initial probabilities.
S	Sub-intensity matrix.
beta	Parameter of transformation.
obs	The observations.
weight	Weights of the observations.
rcens	Censored observations.
rcweight	Weights of the censored observations.
scale1	Scale for observations.
scale2	Scale for censored observations.

matrixdist documentation built on Aug. 8, 2023, 5:06 p.m.