#' (Weighted) MLE of Log-Laplace Distribution
#'
#' Log-Laplace distribution is characterized by the following probability density function,
#' \deqn{f(x;\mu,b) = \frac{1}{2bx} \exp\left( -\frac{|\log(x) - \mu|}{b} \right)}
#' where the domain is \eqn{x \in (0,\infty)} with two parameters \eqn{\mu} for location and \eqn{b > 0} for spread.
#'
#' @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{mu}{location parameter \eqn{\mu}.}
#' \item{b}{scale parameter \eqn{b}.}
#' }
#'
#' @examples
#' # generate data from exponential distribution
#' x = abs(stats::rexp(100))
#'
#' # fit unweighted
#' LogLaplace(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::rexp(ndata))
#' xmle = LogLaplace(x)
#'
#' # iterate
#' vec.mu = rep(0,niter)
#' vec.b = rep(0,niter)
#' for (i in 1:niter){
#' # random weight
#' ww = abs(stats::rnorm(ndata))
#'
#' MLE = LogLaplace(x, weight=ww)
#' vec.mu[i] = MLE$mu
#' vec.b[i] = MLE$b
#' if ((i%%10) == 0){
#' print(paste0(" iteration ",i,"/",niter," complete.."))
#' }
#' }
#'
#' # distribution of weighted estimates + standard MLE
#' opar <- par(no.readonly=TRUE)
#' par(mfrow=c(1,2))
#' hist(vec.mu, main="location 'mu'")
#' abline(v=xmle$mu, lwd=3, col="red")
#' hist(vec.b, main="scale 'b'")
#' abline(v=xmle$b, lwd=3, col="blue")
#' par(opar)
#' }
#'
#' @export
LogLaplace <- function(x, weight=NULL){
#############################################
# Preprocessing
x = handle_cts_pos("LogLaplace", x) # nonnegative real numbers
nx = length(x)
weight = handle_weight("LogLaplace", weight, nx)
maceps = 10*.Machine$double.eps
#############################################
# Optimize : DEoptim
fopt.LogLaplace <- function(pars){
# parameters
mu = pars[1]
b = pars[2]
# log-likelihood
term1 = -(log(2)+log(b)+log(x))
term2 = -abs(log(x)-mu)/b
loglkd = term1+term2
# return
return(-sum(loglkd*weight))
}
sol = DEoptim::DEoptim(fopt.LogLaplace, lower=c(-1e+5, maceps), upper=c(1e+5,1e+5),
control=DEoptim::DEoptim.control(trace=FALSE))$optim$bestmem
#############################################
# Return
output = list()
output$mu = as.double(sol[1])
output$b = as.double(sol[2])
return(output)
}
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