Jfunctions {logcondens} | R Documentation |
Numerical Routine J and Some Derivatives
Description
J00 represents the function where for real numbers
and
The functions Jab give the respective derivatives for
, i.e.
Specifically,
Usage
J00(x, y, v)
J10(x, y)
J11(x, y)
J20(x, y)
Arguments
x |
Vector of length |
y |
Vector of length |
v |
Number in |
Value
Value of the respective function.
Note
Taylor approximations are used if is small. We refer to Duembgen et al (2011, Section 6) for
details.
These functions are not intended to be invoked by the end user.
Author(s)
Kaspar Rufibach, kaspar.rufibach@gmail.com,
http://www.kasparrufibach.ch
Lutz Duembgen, duembgen@stat.unibe.ch,
https://www.imsv.unibe.ch/about_us/staff/prof_dr_duembgen_lutz/index_eng.html
References
Duembgen, L, Huesler, A. and Rufibach, K. (2010) Active set and EM algorithms for log-concave densities based on complete and censored data. Technical report 61, IMSV, Univ. of Bern, available at https://arxiv.org/abs/0707.4643.
Duembgen, L. and Rufibach, K. (2011) logcondens: Computations Related to Univariate Log-Concave Density Estimation. Journal of Statistical Software, 39(6), 1–28. doi:10.18637/jss.v039.i06