R: Value of the Log-Likelihood Function L, where Input is in...

Lhat_eta {logcondens}

R Documentation

Value of the Log-Likelihood Function L, where Input is in Eta-Parametrization

Gives the value of

L(\phi) = \sum_{i=1}^m w_i \phi(x_i) - \int_{x_1}^{x_m} \exp(\phi(t)) dt

where \phi is parametrized via

{\bold{\eta}}({\bold{\phi}}) = \Bigl(\phi_1, \Bigl(\eta_1 + \sum_{j=2}^i (x_i-x_{i-1})\eta_i\Bigr)_{i=2}^m\Bigr).

Lhat_eta(x, w, eta)

`x`	Vector of independent and identically distributed numbers, with strictly increasing entries.
`w`	Optional vector of nonnegative weights corresponding to `{\bold{x}_m}`.
`eta`	Some vector `{\bold{\eta}}` of the same length as `{\bold{x}}` and `{\bold{w}}`.

Value L({\bold{\phi}}) = L({\bold{\phi}}({\bold{\eta}})) of the log-likelihood function is returned.

This function is not intended to be invoked by the end user.

[Package logcondens version 2.1.8 Index]