objFunFactory {incubate}

Factory method for objective function, either according to maximum product of spacings estimation ('MPSE') or according to standard maximum likelihood estimation ('MLE0').

Description

Given the observed data this factory method produces an MPSE objective function implementation which is the negative of the MPSE-criterion H or the negative log-likelihood for MLE.

Usage

objFunFactory(
  x,
  y = NULL,
  method = c("MPSE", "MLE0"),
  distribution = c("exponential", "weibull"),
  bind = NULL,
  ties = c("density", "equidist", "random", "error"),
  verbose = 0L
)

Arguments

x

numeric. observations

y

numeric. observations in second group.

method

character(1). Specifies the method for which to build the objective function. Default value is MPSE. MLE0 is the standard MLE-method, calculating the likelihood function as the product of density values

distribution

character(1). delayed distribution family

bind

character. parameter names that are bind together (i.e. equated) between both groups

ties

character. How to handle ties within data of a group.

verbose

integer flag. How much verbosity in output? The higher the more output. Default value is 0 which is no output.

Details

From the observations, negative or infinite values are discarded. In any case, the objective function is to be minimized.

Value

the objective function (e.g., the negative MPSE criterion) for given choice of model parameters or NULL upon errors