getclf: Create likelihood function for multivariate data with missing...

In mvnmle: ML Estimation for Multivariate Normal Data with Missing Values

Create likelihood function for multivariate data with missing values.

Description

getclf returns a function proportional to twice the negative log likelihood function for multivariate normal data with missing values. This is a private function used in mlest.

Usage

getclf(data, freq)

Arguments

data	A data frame sorted so that records with identical patterns of missingness are grouped together.
freq	An integer vector specifying the number of records in each block of data with identical patterns of missingness.

Details

The argument of the returned function is the vector of parameters. The parameterization is: mean vector first, followed by the log of the diagonal elements of the inverse of the Cholesky factor, and then the elements of the inverse of the Cholesky factor above the main diagonal. These off-diagonal elements are ordered by column (left to right), and then by row within column (top to bottom).

Value

A function proportional to twice the negative log likelihood of the parameters given the data.

References

Little, R. J. A., and Rubin, D. B. (1987) Statistical Analysis with Missing Data. New York: Wiley, ISBN:0471802549.

See Also

mlest

mvnmle documentation built on March 7, 2023, 7:38 p.m.