tcensReg_llike: Log Likelihood for Truncated Normal Distribution with...
In williazo/tcensReg: MLE of a Truncated Normal Distribution with Censored Data

Description Usage Arguments Details Value

This is a supporting function that is used to calculate the log likelihood value at the nth iteration of theta.

1	tcensReg_llike(theta, y, X, a = -Inf, v = NULL)

`theta`	Numeric vector containing estimates of β and \log(σ)
`y`	Numeric vector with the observed truncated and censored outcomes
`X`	Numeric design matrix
`a`	Numeric scalar indicating the truncation value. Initial value is -Inf indicating no truncation
`v`	Numeric scalar indicating the censoring value. Initially set to NULL indicating no censoring

If a and/or v are not specified then the corresponding censored only, truncated only, or gaussian log likelihood will be used. This function is called as part of the Newton-Raphson algorithm in tcensReg_newton and in additional optimization methods in tcensReg_optim.

Scalar value of the log-likelihood at the nth iterate

williazo/tcensReg documentation built on July 24, 2020, 1:39 a.m.