llikT: Log likelihood of T and it's derivatives (from stan)

In rxode2: Facilities for Simulating from ODE-Based Models

Log likelihood of T and it's derivatives (from stan)

Description

Log likelihood of T and it's derivatives (from stan)

Usage

llikT(x, df, mean = 0, sd = 1, full = FALSE)

Arguments

x	Observation
df	degrees of freedom (> 0, maybe non-integer). df = Inf is allowed.
mean	Mean for the likelihood
sd	Standard deviation for the likelihood
full	Add the data frame showing x, mean, sd as well as the fx and derivatives

Details

In an rxode2() model, you can use llikT() but you have to use all arguments. You can also get the derivative of df, mean and sd with llikTDdf(), llikTDmean() and llikTDsd().

Value

data frame with fx for the log pdf value of with dDf dMean and dSd that has the derivatives with respect to the parameters at the observation time-point

Author(s)

Matthew L. Fidler

Examples

x <- seq(-3, 3, length.out = 21)

llikT(x, 7, 0, 1)

llikT(x, 15, 0, 1, full=TRUE)

et <- et(-3, 3, length.out=10)
et$nu <- 7
et$mean <- 0
et$sd <- 1

model <- function() {
  model({
    fx <- llikT(time, nu, mean, sd)
    dDf <- llikTDdf(time, nu, mean, sd)
    dMean <- llikTDmean(time, nu, mean, sd)
    dSd   <- llikTDsd(time, nu, mean, sd)
  })
}

rxSolve(model, et)

rxode2 documentation built on Oct. 30, 2024, 9:06 a.m.