quadDeriv {logcondens} | R Documentation |
Gradient and Diagonal of Hesse Matrix of Quadratic Approximation to Log-Likelihood Function L
Description
Computes gradient and diagonal of the Hesse matrix w.r.t. to of a quadratic approximation to the
reparametrized original log-likelihood function
where is parametrized via
: vector
representing concave, piecewise linear function
,
: vector representing successive slopes of
Usage
quadDeriv(dx, w, eta)
Arguments
dx |
Vector |
w |
Vector of weights as in |
eta |
Vector |
Value
matrix. First column contains gradient and second column diagonal of Hesse matrix.
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
See Also
quadDeriv
is used by the function icmaLogCon
.
[Package logcondens version 2.1.8 Index]