Local_LL {logcondens}R Documentation

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

Description

Gives the value of

L(ϕ)=i=1mwiϕ(xi)x1xmexp(ϕ(t))dt.L(\phi) = \sum_{i=1}^m w_i \phi(x_i) - \int_{x_1}^{x_m} \exp(\phi(t)) dt.

Usage

Local_LL(x, w, phi)

Arguments

x

Vector of independent and identically distributed numbers, with strictly increasing entries.

w

Optional vector of nonnegative weights corresponding to xm{\bold{x}_m}.

phi

Some vector ϕ{\bold{\phi}} of the same length as x{\bold{x}} and w{\bold{w}}.

Value

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

Note

This function is 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


[Package logcondens version 2.1.8 Index]