logistic5_gradient {drda}

5-parameter logistic function gradient and Hessian

Description

Evaluate at a particular set of parameters the gradient and Hessian of the 5-parameter logistic function.

Usage

logistic5_gradient(x, theta)

logistic5_hessian(x, theta)

logistic5_gradient_hessian(x, theta)

Arguments

x

numeric vector at which the function is to be evaluated.

theta

numeric vector with the five parameters in the form c(alpha, delta, eta, phi, nu).

Details

The 5-parameter logistic function ⁠f(x; theta)⁠ is defined here as

⁠g(x; theta) = 1 / (1 + nu * exp(-eta * (x - phi)))^(1 / nu)⁠ ⁠f(x; theta) = alpha + delta g(x; theta)⁠

where theta = c(alpha, delta, eta, phi, nu), eta > 0, and nu > 0. When delta is positive (negative) the curve is monotonically increasing (decreasing).

Value

Gradient or Hessian evaluated at the specified point.