Local_LL_all {logcondens} | R Documentation |
Log-likelihood, New Candidate and Directional Derivative for L
Description
Computes the value of the log-likelihood function
L(\phi) = \sum_{i=1}^m w_i \phi(x_i) - \int_{x_1}^{x_m} \exp(\phi(t)) dt,
a new candidate for \phi
via the Newton method as well as the directional derivative of {\bold{\phi}} \to L({\bold{\phi}})
into that direction.
Usage
Local_LL_all(x, w, phi)
Arguments
x |
Vector of independent and identically distributed numbers, with strictly increasing entries. |
w |
Optional vector of nonnegative weights corresponding to |
phi |
Some vector |
Value
ll |
Value |
phi_new |
New candidate for |
dirderiv |
Directional derivative of |
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