#' (Weighted) MLE of Half-Normal Distribution
#'
#' Half-Normal distribution is characterized by the following probability density function,
#' \deqn{f(x;\sigma) = \frac{\sqrt{2}}{\sigma \sqrt{\pi}} \exp\left( -\frac{x^2}{2\sigma^2} \right)}
#' where the domain is \eqn{x in [0,\infty)} with a scale paramter \eqn{\sigma > 0}.
#'
#' @param x a length-\eqn{n} vector of values in \eqn{[0,\infty)}.
#' @param weight a length-\eqn{n} weight vector. If set as \code{NULL}, it gives an equal weight, leading to standard MLE.
#'
#' @return a named list containing (weighted) MLE of \describe{
#' \item{sigma}{scale parameter \eqn{\sigma}.}
#' }
#'
#' @examples
#' # generate data from half-normal distribution with 'sigma=1'
#' x = abs(stats::rnorm(100))
#'
#' # fit unweighted
#' HalfNormal(x)
#'
#' \dontrun{
#' # put random weights to see effect of weights
#' niter = 500
#' ndata = 200
#'
#' # generate data as above and fit unweighted MLE
#' x = abs(stats::rnorm(ndata))
#' xmle = HalfNormal(x)
#'
#' # iterate
#' vec.sig = rep(0,niter)
#' for (i in 1:niter){
#' # random weight
#' ww = abs(stats::rnorm(ndata))
#'
#' MLE = HalfNormal(x, weight=ww)
#' vec.sig[i] = MLE$sigma
#' if ((i%%10) == 0){
#' print(paste0(" iteration ",i,"/",niter," complete.."))
#' }
#' }
#'
#' # distribution of weighted estimates + standard MLE
#' opar <- par(no.readonly=TRUE)
#' hist(vec.sig, main="scale 'sigma'")
#' abline(v=xmle$sigma, lwd=3, col="blue")
#' par(opar)
#' }
#'
#' @author Kisung You
#' @export
HalfNormal <- function(x, weight=NULL){
#############################################
# Preprocessing
x = handle_cts_nonneg("HalfNormal", x) # nonnegative real numbers
nx = length(x)
weight = handle_weight("HalfNormal", weight, nx)
maceps = 10*.Machine$double.eps
#############################################
# Optimize : R's optimize
fopt.HalfNormal <- function(sigma){
term1 = 0.5*log(2) - log(sigma) - 0.5*log(pi)
term2 = -(x^2)/(2*(sigma^2))
loglkd = term1+term2
return(sum(loglkd*weight))
}
sol = stats::optimize(fopt.HalfNormal, lower=maceps, upper=1e+5, maximum = TRUE)
#############################################
# Return
output = list()
output$sigma = as.double(sol$maximum)
return(output)
}
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