grad.hessinv: Internal function of package "sporm"
In sporm: Semiparametric Proportional Odds Rate Model

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

Calculate gradients and the inverse of the Hessian matrix of the loglikelihood.

1	grad.hessinv(theta, p, r)

`theta`	Initial value for proportionality parameter θ.
`p`	Initial value for 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

See the reference below.

`H`	gradients of the loglikelihood
`Ainv`	the inverse of the Hessian matrix

Zhong Guan <zguan@iusb.edu>

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.

mrle.sporm, ks.sporm.

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