H.Binv: Internal function of package "sporm"

Description Usage Arguments Details Value Author(s) References See Also

View source: R/H.Binv.R

Description

Calculate gradients and the inverse of the Hessian matrix of the profile loglikelihood for a given θ.

Usage

1
H.Binv(theta, p, r)

Arguments

theta

Given value of the proportionality parameter θ.

p

Given value of the probability masses p1,...,pN of the discretized baseline distribution F.

r

vector of ranks of y1,...,yn in the pooled sample x1,...,xm, y1,...,yn

Details

See the reference below.

Value

H

gradients of the profile loglikelihood

Binv

the inverse of the Hessian matrix

ell

the profile loglikelihood for a given θ

Author(s)

Zhong Guan <zguan@iusb.edu>

References

Zhong Guan and Cheng Peng (2011), "A rank-based empirical likelihood approach to two-sample proportional odds model and its goodness-of-fit", Journal of Nonparametric Statistics, to appear.

See Also

test.theta, elltheta, ell.theta.


sporm documentation built on Jan. 27, 2021, 5:08 p.m.