grad.hessinv: Internal function of package "sporm"

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

View source: R/grad.hessinv.R

Description

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

Usage

1
grad.hessinv(theta, p, r)

Arguments

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

Details

See the reference below.

Value

H

gradients of the loglikelihood

Ainv

the inverse of the Hessian matrix

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

mrle.sporm, ks.sporm.


sporm documentation built on May 2, 2019, 8:56 a.m.